Changes: Changes Made to Package RcppHMM

In RcppHMM: Rcpp Hidden Markov Model

Description

This page contains a listing of recent changes made to the package.

Details

1. More examples were added to some functions. (November 2017)

2. Since there are different classes of HMMs and each of them with the same algorithms, a verification step was added to avoid memory leaks and variable compatibility. (May 2017)

3. The class of HMM with observations being modelled by a Gaussian Mixture Model (GHMM) was updated to have also a multivariate version (see initGHMM). (July 2017)

4. The emission matrix of the GHMM model was divided into two parameters: Mu and Sigma. Mu is now a 2D matrix with number of rows equal to the dimensionality of the observation vector and the number of columns equal to the number of hidden states. Sigma is now a 3D matrix with number of rows and columns equal to the the dimensionality of the observation vector and the number of slices equal to the number of hidden states (see initGHMM). (July 2017)

RcppHMM documentation built on May 2, 2019, 8:56 a.m.