This package contains functions that model time series data with HMM. It Includes Viterbi, HMM filter, HMM smoother, EM algorithm for learning the parameters of HMM, etc.
The code is fully optimized yet is succinct so that user can easily learn the algorithms.
This pakcage is now a part of the PRML toolbox (http://www.mathworks.com/matlabcentral/fileexchange/55826-pattern-recognition-and-machine-learning-toolbox).
In function hmmRnd, the output x is said to be d x n (% X: d x n data matrix), but actually
it defined as x = zeros(1,n); (line 17), why?
This is a discrete HMM......
toolbox is good!
missing file fixed
The toolbox is well but a function named "discreteRnd" in hmmRnd.m is not found.
fix missing file discreteRnd.m
Inspired by: Pattern Recognition and Machine Learning Toolbox