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.
Version: |
1.2.2 |
Imports: |
Rcpp (≥ 0.12.6) |
LinkingTo: |
Rcpp, RcppArmadillo |
Published: |
2017-11-21 |
Author: |
Roberto A. Cardenas-Ovando, Julieta Noguez and Claudia Rangel-Escareno |
Maintainer: |
Roberto A. Cardenas-Ovando <robalecarova at gmail.com> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
SystemRequirements: |
C++11 |
Materials: |
NEWS |
CRAN checks: |
RcppHMM results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
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