Examples of plm.hmm.DlmHiddenMarkovModel.sample()

plm.hmm.DlmHiddenMarkovModel.sample()
Sample a trajectory up to time T. Note: this method will add the filter's current input to the initial (and all other) states, so if you set the model input, the offset/input will be added twice to the initial state. @param random @param numSamples @return


    String outputFilename = args[0] + "/hmm-nar-wf-rs-10000-class-errors-m1.csv";
    final int K = 10;
    final int T = 300;


    List<SimHmmObservedValue<Vector, Vector>> simulation = dlmHmm.sample(random, T);


    wfFilter.setNumParticles(N);
    wfFilter.setResampleOnly(false);
    rsFilter.setNumParticles(N);

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    final int N = 1000;


    /*
     * Note: replications are over the same set of simulated observations.
     */
    List<SimHmmObservedValue<Vector, Vector>> simulation = trueHmm1.sample(random, T);


    wfFilter.setNumParticles(N);
    wfFilter.setResampleOnly(false);


    CSVWriter writer = new CSVWriter(new FileWriter(outputFilename), ',');

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        new GaussianArHmmMkfFilter(trueHmm1, prior, a, sigma2, sigma_y2, random);


    final int K = 3;
    final int T = 100;


    List<SimHmmObservedValue<Vector, Vector>> simulation = dlmHmm.sample(random, T);


    rsFilter.setNumParticles(N);


    GaussianArHmmRmseEvaluator mkfRmseEvaluator = new GaussianArHmmRmseEvaluator("mkf", 
        null);

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    final int N = 1000;


    /*
     * Note: replications are over the same set of simulated observations.
     */
    List<SimHmmObservedValue<Vector, Vector>> simulation = trueHmm1.sample(random, T);


    wfFilter.setNumParticles(N);
    wfFilter.setResampleOnly(false);


    log.info("rep\tt\tfilter.type\tmeasurement.type\tresample.type\tmeasurement");

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    final int N = 1000;


    /*
     * Note: replications are over the same set of simulated observations.
     */
    List<SimHmmObservedValue<Vector, Vector>> simulation = trueHmm1.sample(random, T);


    wfFilter.setNumParticles(N);
    wfFilter.setResampleOnly(false);


    log.info("rep\tt\tfilter.type\tmeasurement.type\tresample.type\tmeasurement");

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