Function fake_signal

hmm_class/hmmc.py:259–279

(init=simple_init)

def fake_signal(init=simple_init):
    signals = get_signals(N=10, T=10, init=init)
    # for signal in signals:
    #     for d in xrange(signal.shape[1]):
    #         plt.plot(signal[:,d])
    # plt.show()

    hmm = HMM(2, 2)
    hmm.fit(signals)
    L = hmm.log_likelihood_multi(signals).sum()
    print("LL for fitted params:", L)

    # test in actual params
    _, _, _, pi, A, R, mu, sigma = init()
    hmm.set(pi, A, R, mu, sigma)
    L = hmm.log_likelihood_multi(signals).sum()
    print("LL for actual params:", L)

    # print most likely state sequence
    print("Most likely state sequence for initial observation:")
    print(hmm.get_state_sequence(signals[0]))

if __name__ == '__main__':
    # real_signal() # will break