Forum: open-discussion

RE: Adding linear constraints [ Reply ] By: Ollivier TARAMASCO on 2008-06-13 09:45	[forum:606]
For mix of discrete and continuous distribution, it's more easy. What kind of mixtures you have in mind? Perhaps I can program them... Ollivier TARAMASCO

RE: Adding linear constraints [ Reply ] By: Hans Roggeman on 2008-05-30 11:52	[forum:592]
Thanks for this. I will download the source code and see what can be done (a bit longer term project that). I will post here once I come up with something. Another nice thing to add would be observables that can be a mix of discrete and continuous.

RE: Adding linear constraints [ Reply ] By: Ollivier TARAMASCO on 2008-05-29 10:27	[forum:588]
Hello, I am affraid there is no way to add constraints in my program. I use the EM - Baum Welch algorithm. The code is in "cHmmFit.cpp" and in "cHmmFit::BaumWelchAlgo" procedure. Ollivier TARAMASCO

Adding linear constraints [ Reply ] By: Hans Roggeman on 2008-05-28 12:45	[forum:577]
Is there a way for me to add linear constraints on the transition matrix (e.g. I want to force certain transitions to be zero, others to be at least some minimal value, and some to be equal ?). Given that the transition matrix is indeed a probability matrix there most likely are restrictions placed on it somewhere in the code - is it possible to expose this or tell me where that's located ?