Struct HSMM 

pub struct HSMM {
    pub n_states: usize,
    pub a: Vec<Vec<f64>>,
    pub means: Vec<f64>,
    pub stds: Vec<f64>,
    pub durations: Vec<DurationDistribution>,
    /* private fields */
}

A Hidden Semi-Markov Model.

Fields

n_states: usize

a: Vec<Vec<f64>>

Transition matrix (diagonal must be zero)

means: Vec<f64>

stds: Vec<f64>

durations: Vec<DurationDistribution>

Implementations

impl HSMM

pub fn new( a: Vec<Vec<f64>>, means: Vec<f64>, stds: Vec<f64>, durations: Vec<DurationDistribution>, ) -> Self

Trait Implementations

impl Clone for HSMM

fn clone(&self) -> HSMM

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for HSMM

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for HSMM

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Next<f64> for HSMM

type Output = MarketRegime

fn next(&mut self, x: f64) -> Self::Output

Process the next input and return the updated output.

impl Serialize for HSMM

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.