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MarkovModel

class MarkovModel<StateType <= State, ParameterType <= Parameter> < Model

Markov model, structured as a sequence of states, where each state is conditionally independent of the state history, given the previous state.

The joint distribution is:

Graphical model depiction of MarkovModel.

Member Variables

Name Description
θ:ParameterType Parameter.
history:List<StateType> State history.
future:List<StateType> State future.