Package jline.lib.butools.fitting

Class LikelihoodFromTraceKt

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      Enum Constant Description

    • Constructor Detail

    • Method Detail

      • likelihoodFromTracePH

         final static Double likelihoodFromTracePH(DoubleArray trace, Matrix alpha, Matrix A, Double prec)

        Evaluates the log-likelihood of a trace with the given PH distribution or MAP. The result is divided by the length of the trace.

        Parameters:
        trace - The samples of the trace
        alpha - The initial probability vector of the PH distribution
        A - The transient generator of the PH distribution
        prec - Numerical precision used by the randomization (default 1e-14)
        Returns:

        The log likelihood divided by the size of the trace

      • likelihoodFromTraceMAP

         final static Double likelihoodFromTraceMAP(DoubleArray trace, Matrix D0, Matrix D1, Double prec)

        Evaluates the log-likelihood of a trace with the given MAP. The result is divided by the length of the trace.

        Parameters:
        trace - The samples of the trace
        D0 - The D0 matrix of the MAP
        D1 - The D1 matrix of the MAP
        prec - Numerical precision used by the randomization (default 1e-14)
        Returns:

        The log likelihood divided by the size of the trace