Comments (1)
Hi,
This is currently unsupported out-of-the-box as the MixtureModel
type from Distributions.jl does not implement fit_mle
. Something like this could work:
using Distributions
using HMMBase
function Distributions.fit_mle(::Type{MixtureModel{Univariate, Continuous, Normal{Float64}, Categorical{Float64, Vector{Float64}}}}, x::Matrix, w::Vector)
# Implement ML estimator here and return fitted mixture model.
end
A = [0.9 0.1; 0.1 0.9]
B = [
MixtureModel([Normal(0, 1), Normal(1, 1)]),
MixtureModel([Normal(10, 1), Normal(11, 1)])
]
hmm = HMM(A, B)
y = rand(hmm, 500)
fit_mle(hmm, y)
from hmmbase.jl.
Related Issues (20)
- Error in mle.jl? HOT 1
- Benchmarks vs MS_HMMBase & question about messages_backwards_log
- 2 state and 3 observation HMM HOT 3
- Multiple sequence with different length HOT 17
- Stable documentation is not up-to-date HOT 1
- HMM with observations as probabilities HOT 13
- viterbi(hmm, y) got "ERROR: BoundsError: attempt to access T×5 Array{Int64,2} at index [T-1, 0]" HOT 2
- Unable to fit using Multivariate LogNormal distribution HOT 2
- I can not recover the original parameters HOT 1
- Running into an argument error in Distributions when using fit_mle HOT 1
- Product of Discrete, Bernoulli HOT 1
- kmeans initialization doesn't support a user defined estimator
- Possible error in `fit_mle!`?
- Compat for Distributions.jl v0.25? HOT 1
- TagBot trigger issue HOT 4
- Improve documentation for novices HOT 1
- Application for new maintainer HOT 6
- Implement serialization/deserialization HOT 1
- Em Algorithm Speedup HOT 3
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from hmmbase.jl.