Package jline.api.mam

Class Map_distKt

  • All Implemented Interfaces:
    
public final class Map_distKt

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      Modifier and Type Class Description

    • Field Summary

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    • Constructor Summary

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    • Enum Constant Summary

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      Enum Constant Description

    • Method Summary

      Modifier and Type Method Description
      final static Double map_dist(Matrix A0, Matrix A1, Matrix B0, Matrix B1, Integer L) Computes the squared L2 distance between lag-L joint densities of two MAPs.
      final static Double map_dist(Matrix A0, Matrix A1, Matrix B0, Matrix B1, Integer L, Matrix alA, Matrix alB) Computes the squared L2 distance between lag-L joint densities of two MAPs.

      • Methods inherited from class java.lang.Object

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

    • Constructor Detail

    • Method Detail

      • map_dist

         final static Double map_dist(Matrix A0, Matrix A1, Matrix B0, Matrix B1, Integer L)

        Computes the squared L2 distance between lag-L joint densities of two MAPs.

        The stationary vectors at arrivals are computed internally.

        Parameters:
        A0 - hidden transition matrix of the first MAP
        A1 - visible transition matrix of the first MAP
        B0 - hidden transition matrix of the second MAP
        B1 - visible transition matrix of the second MAP
        L - lag parameter
        Returns:

        the squared L2 distance

      • map_dist

         final static Double map_dist(Matrix A0, Matrix A1, Matrix B0, Matrix B1, Integer L, Matrix alA, Matrix alB)

        Computes the squared L2 distance between lag-L joint densities of two MAPs.

        Uses the identity ||f - g||^2 = <f,f> - 2<f,g> + <g,g> where the inner products are computed via map_exp_mul_int.

        Parameters:
        A0 - hidden transition matrix of the first MAP
        A1 - visible transition matrix of the first MAP
        B0 - hidden transition matrix of the second MAP
        B1 - visible transition matrix of the second MAP
        L - lag parameter
        alA - stationary vector at arrivals of the first MAP
        alB - stationary vector at arrivals of the second MAP
        Returns:

        the squared L2 distance