Hext : Hidden Markov model with Gaussian Mixture capability
Gaussian mixture hidden Markov model for multiple sequence data with mixed-type extensions. Gaussian mixture emission is added. Forward-backward algorithm implemented in log-domain. This is a fork of the mhsmm package.
#Install To install directly from github, open a terminal, type R, then
devtools::install_github('htso/Hext')
#Dependencies You need these packages on CRAN,
install.packages("mvtnorm", "MCMCpack", "MASS", "corpcor", "Rsolnp")
#Datasets I include a couple of generic datasets, which are different flavor of gaussian mixture from low to high dimension. To load a dataset, just type
data(simdat2single)
#Run I provide a demo in the /demo subfolder. To run it,
demo("hext-demo", package="Hext")
#WARNING The demo script may take a long time to finish.
#Platforms Tested it on Linux (ubuntu 14.04).