Showing 1 of total 1 results (show query)
cran
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.
Maintained by Roberto A. Cardenas-Ovando. Last updated 7 years ago.
1 stars 1.00 score