Rcpp Hidden Markov Model
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- NOTE13 OK, 1 NOTE2026-04-22
- ERROR12 OK, 1 NOTE, 1 ERROR2026-04-18
Show 1 earlier changeHide 1 earlier change
- NOTE13 OK, 1 NOTE2026-03-10
Documentation
- Help pages
- 14includes a package overview page
- Examples that run
- 100%13 run in a plain check
- Exported functions with examples
- 93%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- Help pages citing references
- 64%
Downloads
Dependencies
Installing RcppHMM adds 2 packages (2 with compiled code, 2.8 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.2.2.1Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.2.22017-11-21 · diff ↗
- 1.22017-08-30 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 1.0.12017-02-08
- RR 3.3.0 released · 2016-05-03
Package metadata
- First published
- 2017-02-08
- Total releases
- 4 / 9 yrs
- License
- GPL (>= 3) OSI
- Download size
- 30 KB
Cite
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