HiddenMarkovModelTDistributionPredictTMultivariate Method (Double, Double, MultivariateMixtureTMultivariate)

public double[] Predict<TMultivariate>(
	double[][] observations,
	out double logLikelihood,
	out MultivariateMixture<TMultivariate> probabilities
)
where TMultivariate : DistributionBase, TDistribution, IMultivariateDistribution<double[]>

Public Function Predict(Of TMultivariate As {DistributionBase, TDistribution, IMultivariateDistribution(Of Double())}) ( 
	observations As Double()(),
	<OutAttribute> ByRef logLikelihood As Double,
	<OutAttribute> ByRef probabilities As MultivariateMixture(Of TMultivariate)
) As Double()

Parameters

observations

Type: SystemDouble
A sequence of observations. Predictions will be made regarding the next observations that should be coming after the last observation in this sequence.

logLikelihood

Type: SystemDouble
The log-likelihood of the given sequence, plus the predicted next observation. Exponentiate this value (use the System.Math.Exp function) to obtain a likelihood value.

probabilities

Type: Accord.Statistics.Distributions.MultivariateMultivariateMixtureTMultivariate
The continuous probability distribution describing the next observations that are likely to be generated. Taking the mode of this distribution might give the most likely next value in the observed sequence.

Type Parameters

TMultivariate

Return Value

Reference