Accord.Statistics.Distributions.Multivariate.HiddenMarkovDistribution.Fit C# (CSharp) Method

Fit() public method

Fits the underlying distribution to a given set of observations.
Although both double[] and double[][] arrays are supported, providing a double[] for a multivariate distribution or a double[][] for a univariate distribution may have a negative impact in performance.
public Fit ( double observations, double weights, Fitting options ) : void
observations double The array of observations to fit the model against. The array /// elements can be either of type double (for univariate data) or /// type double[] (for multivariate data).
weights double The weight vector containing the weight for each of the samples.
options Fitting Optional arguments which may be used during fitting, such /// as regularization constants and additional parameters.
return void
        public override void Fit(double[][] observations, double[] weights, Fitting.IFittingOptions options)
        {
            HiddenMarkovOptions normalOptions = options as HiddenMarkovOptions;
            if (options != null && normalOptions == null)
                throw new ArgumentException("The specified options' type is invalid.", "options");

            Fit(observations, weights, normalOptions);
        }

Same methods

HiddenMarkovDistribution::Fit ( double observations, double weights, HiddenMarkovOptions options ) : void