Implementation of HMM package in Rcpp

get_diff | get distance between two equal size matrices. |

get_sym_lookup | function to create a look up table of symbols |

hello | Hello, World! |

level_to_sym | takes observations of states 0 to N - 1 and returns symbols |

make_log | Takes numeric matrix and returns log of each element |

Rcpp_backward | Implementation of backward algo in Rcpp |

Rcpp_baum_welch | Implementation of Baum Welch to get parameters for HMM |

Rcpp_baum_welch_recur | single step for BW. |

Rcpp_forward | Implementation of forward algo in Rcpp |

Rcpp_forward_backward | Implementation of forward backwards algo in Rcpp |

Rcpp_sample | Sample from levels 0 to m-1 weighted by prob |

Rcpp_viterbi | Implementation of Viterbi algo in Rcpp |

Rcpp_viterbi_training | Implementation of Viterbi training to get parameters for HMM |

Rcpp_viterbi_training_recur | single step |

sim_HMM | Simulates a HMM for the given elements |

sym_to_levels | Converts a series of observations that are state symbols and... |

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