Baum-Welch

R package of manual implementation of Baum-Welch algorithm

Installation

Run the following command from RStudio console

devtools::install_github('arr15334/BaumWelch')

And then load the library using

library(baumw)

Usage

hmm = BaumWelch(visible, transitionMatrix, emissionMatrix, initial_distribution, iterations)

• visible is a vector of the emitted symbols
• transitionMatrix is the first estimation of the transition matrix A. This can be randomly initialized if there is no prior information
• emissionMatrix is the first estimation of the emission matrix A. This can be randomly initialized if there is no prior information
• initial_distribution is the first estimation of the initial distribution pi.
• iterations is the number of maximum iterations that the algorithm should perform.

This will return a list containing the estimations of the transition and emission matrices.