Skip to content
This repository has been archived by the owner on Jun 14, 2023. It is now read-only.

HMMBase v1.0

Compare
Choose a tag to compare
@maxmouchet maxmouchet released this 23 Nov 16:55
· 100 commits to master since this release

Improvements:

  • Faster and cleaner implementations of the forward, backward, Viterbi and EM algorithms.
  • New methods: randtransmat, istransmat, statsdists, permute, copy, size, ==
  • Internal refactoring, reduced memory allocations

Breaking changes:

  • HMM struct renaming: π0, π, D become a, A, B
  • Removal of StaticHMM and StaticArrays dependency
  • Methods renaming, see documentation for a full list
  • Forward/Backward algorithms uses likelihood by default (instead of log-likelihoods), use the logl option to use log-likelihoods
  • Baum-Welch algorithm returns hmm, history instead of hmm, logtot
  • rand(hmm, T) returns y instead of z, y by default, use seq = true to get z, y

See Migration to v1.0 for details on migrating your code to the new version.

Thanks to @nantonel PR#6 for the many improvements.