RcppHMM: Rcpp Hidden Markov Model

Collection of functions to evaluate sequences, decode hidden states and estimate parameters from a single or multiple sequences of a discrete time Hidden Markov Model. The observed values can be modeled by a multinomial distribution for categorical/labeled emissions, a mixture of Gaussians for continuous data and also a mixture of Poissons for discrete values. It includes functions for random initialization, simulation, backward or forward sequence evaluation, Viterbi or forward-backward decoding and parameter estimation using an Expectation-Maximization approach.

Package details

AuthorRoberto A. Cardenas-Ovando, Julieta Noguez and Claudia Rangel-Escareno
MaintainerRoberto A. Cardenas-Ovando <[email protected]>
LicenseGPL (>= 2)
Version1.2.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RcppHMM")

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RcppHMM documentation built on Nov. 22, 2017, 1:05 a.m.