Showing content from http://cran.rstudio.com/web/packages/SpatialTools/../Rcpp/../RcppXts/../Rcpp/../RcppHMM/NEWS below:
Release v1.2 (August 2017) -The class of HMM with observations being modelled by a Gaussian Mixture Model (GHMM) was updated to have also a multivariated version. -The emission matrix of the GHMM model was divided into two parameters: Mu and Sigma. Mu is now a 2D matrix with number of rows equal to the observation vector dimensionality and the number of columns equal to the number of hidden states. Sigma is now a 3D matrix with number of rows and columns equal to the the observation vector dimensionality and the number of slices equal to the number of hidden states. ---------------------------------------------------------------- Release v1.1 (May 2017) -Since there are different classes of HMMs and each of them with the same algorithms, a verification step was added to avoid memory leaks and variable compatibility.
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