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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.

Versions across snapshots

VersionRepositoryFileSize
1.2.2.1 rolling linux/jammy R-4.5 RcppHMM_1.2.2.1.tar.gz 248.3 KiB
1.2.2.1 rolling linux/noble R-4.5 RcppHMM_1.2.2.1.tar.gz 253.8 KiB
1.2.2.1 rolling source/ R- RcppHMM_1.2.2.1.tar.gz 30.3 KiB
1.2.2.1 latest linux/jammy R-4.5 RcppHMM_1.2.2.1.tar.gz 248.3 KiB
1.2.2.1 latest linux/noble R-4.5 RcppHMM_1.2.2.1.tar.gz 253.8 KiB
1.2.2.1 latest source/ R- RcppHMM_1.2.2.1.tar.gz 30.3 KiB
1.2.2.1 2026-04-26 source/ R- RcppHMM_1.2.2.1.tar.gz 30.3 KiB
1.2.2.1 2026-04-23 source/ R- RcppHMM_1.2.2.1.tar.gz 30.3 KiB
1.2.2.1 2026-04-09 windows/windows R-4.5 RcppHMM_1.2.2.1.zip 564.1 KiB
1.2.2 2025-04-20 source/ R- RcppHMM_1.2.2.tar.gz 31.8 KiB

Dependencies (latest)

Imports

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