HDclust

Clustering High Dimensional Data with Hidden Markov Model on Variable Blocks

CRAN Package

Clustering of high dimensional data with Hidden Markov Model on Variable Blocks (HMM-VB) fitted via Baum-Welch algorithm. Clustering is performed by the Modal Baum-Welch algorithm (MBW), which finds modes of the density function. Lin Lin and Jia Li (2017) https://jmlr.org/papers/v18/16-342.html.


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