forked from gui11aume/HMMt
-
Notifications
You must be signed in to change notification settings - Fork 0
AlistairBoettiger/HMMt
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
The R package HMMt provides a modified Baum-Welch algorithm that supports multi-dimensional Student's t emission. It also handles NA and provides a 'bridge()' function to uniformize sampling rate. Please do not copy-paste the code. Instead, use 'git clone git@github.com:gui11aume/HMMt.git' to have the full version history. The code is here for reproducibility and mistake-tracking purposes, but feel free to copy, reuse and modify it in any way you like. After installing the package, you can run the following lines of code in R to get started. library(HMMt) x <- c(rt(1000, df=3), rt(1000, df=3)+1) # x has a t distribution with a jump at position 1001. plot(x, type = 'l') # Check the output of BaumWelchT. BaumWelchT(x) # See that it usually finds the transition. lines(BaumWelchT(x)$ViterbiPath-1, col=2)
About
R package for Hidden Markov Models with t emissions
Resources
Stars
Watchers
Forks
Packages 0
No packages published