H2M : A set of MATLAB/OCTAVE functions for the EM estimation of mixtures and hidden Markov models

Olivier Cappé
ENST dpt. TSI / LTCI (CNRS-URA 820),
46 rue Barrault, 75634 Paris cedex 13, France.
cappe at tsi.enst.fr

Date: August 24, 2001

Keywords: Hidden Markov Model (HMM), Mixture model, Vector Quantization, Expectation-Maximization (EM) algorithm, Multivariate Gaussian distribution, Count data, Poisson distribution, Negative binomial distribution, MATLAB, OCTAVE, GPL