Package: RcppHMM 1.2.2

Roberto A. Cardenas-Ovando

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.

Authors:Roberto A. Cardenas-Ovando, Julieta Noguez and Claudia Rangel-Escareno

RcppHMM_1.2.2.tar.gz
RcppHMM_1.2.2.tar.gz(r-4.5-noble)RcppHMM_1.2.2.tar.gz(r-4.4-noble)
RcppHMM_1.2.2.tgz(r-4.4-emscripten)RcppHMM_1.2.2.tgz(r-4.3-emscripten)
RcppHMM.pdf |RcppHMM.html
RcppHMM/json (API)
NEWS

# Install 'RcppHMM' in R:
install.packages('RcppHMM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.32 score 1 stars 21 scripts 222 downloads 12 exports 2 dependencies

Last updated 7 years agofrom:58fba0615f. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 20 2024
R-4.5-linux-x86_64NOTENov 20 2024

Exports:evaluationforwardBackwardgenerateObservationsinitGHMMinitHMMinitPHMMlearnEMloglikelihoodsetNamessetParametersverifyModelviterbi

Dependencies:RcppRcppArmadillo