HiddenMarkov: Hidden Markov Models

Contains functions for the analysis of Discrete Time Hidden Markov Models, Markov Modulated GLMs and the Markov Modulated Poisson Process. It includes functions for simulation, parameter estimation, and the Viterbi algorithm. See the topic "HiddenMarkov" for an introduction to the package, and "Change Log" for a list of recent changes. The algorithms are based of those of Walter Zucchini.

Getting started

Package details

AuthorDavid Harte
MaintainerDavid Harte <d.s.harte@gmail.com>
LicenseGPL (>= 2)
Version1.8-13
URL https://www.statsresearch.co.nz/dsh/sslib/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HiddenMarkov")

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HiddenMarkov documentation built on April 27, 2021, 5:06 p.m.