Chapter 4. Various algorithms

One can find the (probabilistic) distance between two HMMs (a distance similar to the Kullback-Leibler measure) using the KullbackLeiblerDistanceCalculator class [5].

This class generates n long observations sequences of length l using one HMM and finds their probabilities using the other. Parameters n and l can be set using the setNbSequences and setSequencesLength methods.

Pay attention to the fact that this distance measure is not symetric; see the code documentation for more details.



[5] See Chapter 8 to find the reference of a paper explaing this distance definition.