Topological-Hidden-Markov-Model
R code for fitting a, so called, Topological-HMM to data living in a Cameron-Martin space
thmm1.r contains all of the algorithms from the article Topological Hidden Markove Models (https://arxiv.org/abs/2205.13608) coded in R.
articleSims.r contains code to recreate the simulations included in the above article.
The files en_climate_daily_AB_3012208_????_P1D.csv contain climatological data from the city of Edmonton, AB, from 1940 to 1990. These files are made use of at the end of articleSims.r