Forum: depmixS4 - version 1.1-0 on CRAN

Posted by: Ingmar Visser
Date: 2011-11-14 19:20
Summary:depmixS4 - version 1.1-0 on CRAN
Project:depmixS4 - hidden Markov model classes

The main change in this version is that the main loop for computing the forward and backward variables has been moved into C resulting in considerable speed improvements. Depending on model specifics this results in a 2-4 fold speed increase when fitting models.

Another noteworthy change is the addition of several examples such as a Poisson change point model (with artificial data, see ?responses), and an example of a financial time series (logged returns from the S&P 500, thanks to Chen Haibo for providing the example, see ?depmix).

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depmixS4 - version 1.1-0 on CRAN

Ingmar Visser - 2011-11-14 19:20 -


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