gui11aume / hmmt Goto Github PK
View Code? Open in Web Editor NEWR package for Hidden Markov Models with t emissions
hmmt's Introduction
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 [email protected]: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)
hmmt's People
Contributors
Stargazers
Watchers
Forkers
alistairboettiger mvdbeek alibekk93 ayotoasset domjrivera zunpengliu qianzhaoj jianhong sambuckberryhmmt's Issues
Underflow error in viterbi.f
Hi,
First, thank you for sharing this useful package.
I encounter an underflow error where scr/viterbi.f vit() complained that log(initialProb) was infinite.
In R/Viterbi.R I added
initialProb <- log(initialProb)
initialProb[is.infinite(initialProb)] <- -325
As it is done for emissionProb. Of course, I then gave initialProb in the argument of the fortran vit function.
I had never encountered this error before.
Cheers.
Jeremie
transition matrix
Hello!
I tried to specify the transition matrix using Q with my own state transition probabilities but once I run BaumWelchT, the state transition matrix has different values. Is this normal?
problem installing
I have trouble installing the package, both when using devtools install_github, and when doing it by first cloning followed by R CMD INSTALL.
I get these error messages:
- installing source package ‘HMMt’ ...
fatal: Not a git repository (or any parent up to mount point /tmp)
Stopping at filesystem boundary (GIT_DISCOVERY_ACROSS_FILESYSTEM not set).
\nGit repository is dirty.
Commit or clean changes before install.\n
ERROR: configuration failed for package ‘HMMt’ - removing ‘/home/hub_kind/sperricone/R/x86_64-unknown-linux-gnu-library/3.1/HMMt’
Error: Command failed (1)
It appears to be caused by the configure script.
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.