/**
* Creates a new instance of ContinuousDensityHiddenMarkovModel
*
* @param initialProbability Initial probability Vector over the states. Each entry must be
* nonnegative and the Vector must sum to 1.
* @param transitionProbability Transition probability matrix. The entry (i,j) is the probability
* of transition from state "j" to state "i". As a corollary, all entries in the Matrix must
* be nonnegative and the columns of the Matrix must sum to 1.
*/
public MarkovChain(Vector initialProbability, Matrix transitionProbability) {
if (!transitionProbability.isSquare()) {
throw new IllegalArgumentException("transitionProbability must be square!");
}
final int k = transitionProbability.getNumRows();
initialProbability.assertDimensionalityEquals(k);
this.setTransitionProbability(transitionProbability);
this.setInitialProbability(initialProbability);
}
@Override
public void convertFromVector(final Vector parameters) {
parameters.assertDimensionalityEquals(2);
this.setMean(parameters.getElement(0));
this.setScale(parameters.getElement(1));
}
