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: 1.2.2.1
Imports: Rcpp (≥ 1.1.0)
LinkingTo: Rcpp, RcppArmadillo
Published: 2025-09-17
DOI: 10.32614/CRAN.package.RcppHMM
Author: Roberto A. Cardenas-Ovando [aut, cre], Julieta Noguez [aut], Claudia Rangel-Escareno [aut]
Maintainer: Roberto A. Cardenas-Ovando <robalecarova at gmail.com>
License: GPL (≥ 3)
NeedsCompilation: yes
Materials: NEWS
CRAN checks: RcppHMM results

Documentation:

Reference manual: RcppHMM.html , RcppHMM.pdf

Downloads:

Package source: RcppHMM_1.2.2.1.tar.gz
Windows binaries: r-devel: RcppHMM_1.2.2.zip, r-release: RcppHMM_1.2.2.zip, r-oldrel: RcppHMM_1.2.2.zip
macOS binaries: r-release (arm64): RcppHMM_1.2.2.tgz, r-oldrel (arm64): RcppHMM_1.2.2.tgz, r-release (x86_64): RcppHMM_1.2.2.tgz, r-oldrel (x86_64): RcppHMM_1.2.2.tgz
Old sources: RcppHMM archive

Reverse dependencies:

Reverse suggests: nullranges

Linking:

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