HiddenMarkovDistributionFit Method (Double, Double, HiddenMarkovOptions)

Fits the underlying distribution to a given set of observations.

Namespace: Accord.Statistics.Distributions.Multivariate
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

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public void Fit(
	double[][] observations,
	double[] weights,
	HiddenMarkovOptions options
)

Public Sub Fit ( 
	observations As Double()(),
	weights As Double(),
	options As HiddenMarkovOptions
)

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Parameters

observations: Type: SystemDouble
The array of observations to fit the model against. The array elements can be either of type double (for univariate data) or type double[] (for multivariate data).
weights: Type: SystemDouble
The weight vector containing the weight for each of the samples.
options: Type: Accord.Statistics.Distributions.FittingHiddenMarkovOptions
Optional arguments which may be used during fitting, such as regularization constants and additional parameters.

Remarks

Although both double[] and double[][] arrays are supported, providing a double[] for a multivariate distribution or a double[][] for a univariate distribution may have a negative impact in performance.

Reference

HiddenMarkovDistribution Class

Fit Overload

Accord.Statistics.Distributions.Multivariate Namespace