Rcpp Hidden Markov Model

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Documentation for package ‘RcppHMM’ version 1.2.2

• DESCRIPTION file.
• Package NEWS.

Help Pages

RcppHMM-package	Overview of Package RcppHMM
Changes	Changes Made to Package RcppHMM
evaluation	Observed sequence evaluation given a model
forwardBackward	Forward-backward algortihm for hidden state decoding
generateObservations	Generate observations given a model
initGHMM	Random Initialization for a Hidden Markov Model with emissions modeled as continuous variables
initHMM	Random Initialization for a Hidden Markov Model with emissions modeled as categorical variables
initPHMM	Random Initialization for a Hidden Markov Model with emissions modeled as discrete variables
learnEM	Expectation-Maximization algorithm to estimate the model parameters
loglikelihood	Evaluation of multiple observed sequences given a model
RcppHMM	Overview of Package RcppHMM
setNames	Set the names of the model
setParameters	Set the model parameters
verifyModel	Model parameter verification
viterbi	Viterbi algorithm for hidden state decoding