afogarty85 / HMM

R package HMM functions in Python

Hidden Markov Models

This repository ports over several functions from the R package HMM to Python.

Functions:

1. backward: Computes the backward probabilities
2. forward: Computes the forward probabilities
3. viterbi: Computes the most probable path of states
4. posterior: Computes the posterior probabilities for the states

Source: https://cran.r-project.org/web/packages/HMM/HMM.pdf