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MarkovModel

class MarkovModel<Parameter, State> < Model

Markov model.

The joint distribution is:

Graphical model depicting MarkovModel.

A model inheriting from MarkovModel overrides the parameter, initial and transition member fibers to specify the individual components of the joint distribution.

The Model class hierarchy is as follows:

Member Variables

Name Description
θ:Parameter Parameter.
x:Iterator<State> States.

Member Fibers

Name Description
parameter Parameter model.
initial Initial model.
transition Transition model.

Member Fiber Details

initial

fiber initial(x:State, θ:Parameter) -> Event

Initial model.

  • x: The initial state, to be set.
  • θ: The parameters.

parameter

fiber parameter(θ:Parameter) -> Event

Parameter model.

  • θ: The parameters, to be set.

transition

fiber transition(x:State, u:State, θ:Parameter) -> Event

Transition model.

  • x: The current state, to be set.
  • u: The previous state.
  • θ: The parameters.