MarkovChain — Library by RicardoSantos

arrays math statistics probability markov markovchain sequence

Library "MarkovChain"
Generic Markov Chain type functions.
---
A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the
probability of each event depends only on the state attained in the previous event.
---
reference:
Understanding Markov Chains, Examples and Applications. Second Edition. Book by Nicolas Privault.

method to_string(this)
Translate a Markov Chain object to a string format.
Namespace types: MC
Parameters:
this (MC): `MC` . Markov Chain object.
Returns: string

method to_table(this, position, text_color, text_size)
Namespace types: MC
Parameters:
this (MC)
position (string)
text_color (color)
text_size (string)

method create_transition_matrix(this)
Namespace types: MC
Parameters:
this (MC)

method generate_transition_matrix(this)
Namespace types: MC
Parameters:
this (MC)

new_chain(states, name)
Parameters:
states (state)
name (string)

from_data(data, name)
Parameters:
data (string)
name (string)

method probability_at_step(this, target_step)
Namespace types: MC
Parameters:
this (MC)
target_step (int)

method state_at_step(this, start_state, target_state, target_step)
Namespace types: MC
Parameters:
this (MC)
start_state (int)
target_state (int)
target_step (int)

method forward(this, obs)
Namespace types: HMC
Parameters:
this (HMC)
obs (int)

method backward(this, obs)
Namespace types: HMC
Parameters:
this (HMC)
obs (int)

method viterbi(this, observations)
Namespace types: HMC
Parameters:
this (HMC)
observations (int)

method baumwelch(this, observations)
Namespace types: HMC
Parameters:
this (HMC)
observations (int)

Node
Target node.
Fields:
index (series int): . Key index of the node.
probability (series float): . Probability rate of activation.

state
State reference.
Fields:
name (series string): . Name of the state.
index (series int): . Key index of the state.
target_nodes (Node): . List of index references and probabilities to target states.

MC
Markov Chain reference object.
Fields:
name (series string): . Name of the chain.
states (state): . List of state nodes and its name, index, targets and transition probabilities.
size (series int): . Number of unique states
transitions (matrix<float>): . Transition matrix

HMC
Hidden Markov Chain reference object.
Fields:
name (series string): . Name of thehidden chain.
states_hidden (state): . List of state nodes and its name, index, targets and transition probabilities.
states_obs (state): . List of state nodes and its name, index, targets and transition probabilities.
transitions (matrix<float>): . Transition matrix
emissions (matrix<float>): . Emission matrix
initial_distribution (float)

Release Notes:

updated imported libraries to its most recent version.

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in a publication is governed by House Rules.

Disclaimer

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