Package jline.api.mam

Class Map_gamma

java.lang.Object

jline.api.mam.Map_gamma

public final class Map_gamma
extends Object

Method Summary

Modifier and Type	Method	Description
static double	map_gamma(MatrixCell MAP)	Estimates the autocorrelation decay rate of a MAP.
static double	map_gamma(Matrix D0, Matrix D1)	Estimates the autocorrelation decay rate of a MAP.
static double	map_gamma(Matrix D0, Matrix D1, int limit)	Estimates the autocorrelation decay rate of a MAP.

Methods inherited from class java.lang.Object

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

Method Details

map_gamma

public static double map_gamma(Matrix D0,
 Matrix D1)

Estimates the autocorrelation decay rate of a MAP. For MAPs of order higher than 2 the ACF is not geometric, so the decay rate is obtained by fitting rho_k = RHO0*gamma^k in the least-squares sense, with RHO0 = (1 - 1/SCV)/2 held fixed, mirroring MATLAB map_gamma. Distinct from Map_gamma2, which returns the second largest eigenvalue of the embedded DTMC; the two agree for order 2 only.

Parameters:

D0 - the hidden transition matrix

D1 - the visible transition matrix

Returns:

the autocorrelation decay rate

map_gamma

public static double map_gamma(Matrix D0,
 Matrix D1,
 int limit)

Estimates the autocorrelation decay rate of a MAP.

Parameters:

D0 - the hidden transition matrix

D1 - the visible transition matrix

limit - the maximum lag considered when fitting the ACF curve

Returns:

the autocorrelation decay rate

map_gamma

public static double map_gamma(MatrixCell MAP)

Estimates the autocorrelation decay rate of a MAP.

Parameters:

MAP - the MAP, as {D0,D1}

Returns:

the autocorrelation decay rate, or 0 for a null MAP