MATLAB versus R
I needed to apply the Viterbi algorithm for a recent homework. The problem set suggested using the HiddenMarkov CRAN package. Here’s the help page for the dthmm function: dthmm package:HiddenMarkov R Documentation Discrete Time HMM Object Description: Creates a discrete time hidden Markov model object with class ‘”dthmm”‘. Usage: dthmm(x, Pi, delta, distn, pm, pn [...]