com.numericalmethod.suanshu.stats.markovchain

Class MCUtils

java.lang.Object

com.numericalmethod.suanshu.stats.markovchain.MCUtils

public class MCUtils
extends java.lang.Object

These are the utility functions to examine a Markov chain.

Method Summary

Modifier and Type	Method and Description
static double[]	getObservations(HmmInnovation[] innovations, int state) Get all observations that occur in a particular state.
static Vector	getStateCounts(int[] states) Count the numbers of occurrences of states.
static DenseMatrix	getTransitionCounts(int[] states) Count the numbers of times the state goes from one state to another.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

getStateCounts

public static Vector getStateCounts(int[] states)

Count the numbers of occurrences of states.

Parameters:

states - the Markov state labels, counting from 1

Returns:

the numbers of occurrences

getTransitionCounts

public static DenseMatrix getTransitionCounts(int[] states)

Count the numbers of times the state goes from one state to another.

Parameters:

states - the Markov state labels, counting from 1

Returns:

the counts of transitions

getObservations

public static double[] getObservations(HmmInnovation[] innovations,
                                       int state)

Get all observations that occur in a particular state.

Parameters:

innovations - the HMM innovations

state - a state

Returns:

the observations in the state