Package jline.lib.kpctoolbox.erchmm

Class ERCHMMKt

  • All Implemented Interfaces:
    
public final class ERCHMMKt

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description

    • Field Summary

      Fields 
      Modifier and Type Field Description

    • Constructor Summary

      Constructors 
      Constructor Description

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description

    • Constructor Detail

    • Method Detail

      • erchmm_emfit

         final static ERCHMMFitResult erchmm_emfit(DoubleArray trace, IntArray orders, Integer iterMax, Double iterTol, Boolean verbose)

        Fits an Extended Renewal Continuous-time Hidden Markov Model to a trace using EM algorithm.

        Parameters:
        trace - Array of inter-arrival times
        orders - Either a single integer (sum of orders) or array of Erlang branch orders
        iterMax - Maximum number of EM iterations (default 300)
        iterTol - Convergence tolerance (default 1e-7)
        verbose - Whether to print progress (default false)
        Returns:

        ERCHMMFitResult containing fitted MAP, log-likelihood, and best orders