arr15334/BaumWelch: Baum-Welch algorithm implementation for updating transition and emission matrices
Baum-Welch is a special case of Expectacion-Maximization Algorithm, that uses the forward-backward algorithm for calculating and updating the transition and emission matrices of a Hidden Markov Model for a given sequence where we only have access to the observable states and not to the hidden states.
Getting started
Browse package contents
Package details |
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| Author | Rodrigo Arriaza |
| Maintainer | Rodrigo Arriaza <arr15334@uvg.edu.gt> |
| License | MIT |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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