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 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: 1.0.1
Imports: Rcpp (≥ 0.12.6)
LinkingTo: Rcpp
Published: 2017-02-08
Author: Roberto A. Cardenas-Ovando
Maintainer: Roberto A. Cardenas-Ovando <robalecarova at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: C++11
CRAN checks: RcppHMM results

Downloads:

Reference manual: RcppHMM.pdf
Package source: RcppHMM_1.0.1.tar.gz
Windows binaries: r-devel: RcppHMM_1.0.1.zip, r-release: RcppHMM_1.0.1.zip, r-oldrel: not available
OS X Mavericks binaries: r-release: RcppHMM_1.0.1.tgz, r-oldrel: RcppHMM_1.0.1.tgz

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