Package: RcppHMM
Type: Package
Title: Rcpp Hidden Markov Model
Version: 1.0.1
Date: 2017-01-30
Author: Roberto A. Cardenas-Ovando
Maintainer: Roberto A. Cardenas-Ovando <robalecarova@gmail.com>
Description: 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.
License: GPL (>= 2)
Imports: Rcpp (>= 0.12.6)
LinkingTo: Rcpp
NeedsCompilation: yes
SystemRequirements: C++11
Packaged: 2017-02-07 16:58:18 UTC; alex
Repository: CRAN
Date/Publication: 2017-02-08 01:21:09
