All,
I am running Monte Carlo simulation on HMM.
I would like to apply the same draw to HMM different models: is it
possible ?
Simple example:
modelA=hmm.GaussianHMM(2)
modelB=hmm.GaussianHMM(2)
modelA.fit([dataA])
modelB.fit([dataB])
#first simulation
modelA.sample(10,1)
modelB.sample(10,1)
#secondsimulation
modelA.sample(10,2)
modelB.sample(10,2)
Does it mean that the same random value have been applied for the two
models for the same simulation ?
Thanks for your help.
Didier
Didier Vila, PhD | Risk | CapQuest Group Ltd | Fleet 27 | Rye Close |
Fleet | Hampshire | GU51 2QQ | Fax: 0871 574 2992 | Email:
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