Skip to content


class MarkovModel<StateType, ParameterType> < 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.