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R语言 隐马尔可夫模型HMM

1、估计问题:实现了前向算法(forward procedure),求解给定模型参数下观测序列的概率。

2、序列问题/解码问题:实现了维特比(Viterbi)算法,求解给点模型参数和观测序列时,最优的隐藏状态序列。

3、参数训练与估计:使用MLE,来估计给定状态序列和观测序列时的模型参数。

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R simple implementation of HMM

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