HiddenMarkovModelTDistribution Constructor (Double, TDistribution, Double, Boolean)

Constructs a new Hidden Markov Model with arbitrary-density state probabilities.

Namespace: Accord.Statistics.Models.Markov
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

public HiddenMarkovModel(
	double[,] transitions,
	TDistribution[] emissions,
	double[] probabilities,
	bool logarithm = false
)

Public Sub New ( 
	transitions As Double(,),
	emissions As TDistribution(),
	probabilities As Double(),
	Optional logarithm As Boolean = false
)

transitions: Type: SystemDouble
The transitions matrix A for this model.
emissions: Type: TDistribution
The emissions matrix B for this model.
probabilities: Type: SystemDouble
The initial state probabilities for this model.
logarithm (Optional): Type: SystemBoolean
Set to true if the matrices are given with logarithms of the intended probabilities; set to false otherwise. Default is false.