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AIMA-Java Core Algorithms from the book Artificial Intelligence a Modern Approach 3rd Ed.

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package aima.core.probability.example;

import java.util.HashMap;
import java.util.Map;

import aima.core.probability.hmm.HiddenMarkovModel;
import aima.core.probability.hmm.impl.HMM;
import aima.core.util.math.Matrix;

/**
 * 
 * @author Ciaran O'Reilly
 * @author Ravi Mohan
 * 
 */
public class HMMExampleFactory {

	public static HiddenMarkovModel getUmbrellaWorldModel() {
		Matrix transitionModel = new Matrix(new double[][] { { 0.7, 0.3 },
				{ 0.3, 0.7 } });
		Map sensorModel = new HashMap();
		sensorModel.put(Boolean.TRUE, new Matrix(new double[][] { { 0.9, 0.0 },
				{ 0.0, 0.2 } }));
		sensorModel.put(Boolean.FALSE, new Matrix(new double[][] {
				{ 0.1, 0.0 }, { 0.0, 0.8 } }));
		Matrix prior = new Matrix(new double[] { 0.5, 0.5 }, 2);
		return new HMM(ExampleRV.RAIN_t_RV, transitionModel, sensorModel, prior);
	}
}