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.

Install the latest version of this package by entering the following in R:
install.packages("HiddenMarkov")
AuthorDavid Harte
Date of publication2016-08-30 07:48:00
MaintainerDavid Harte <d.s.harte@gmail.com>
LicenseGPL (>= 2)
Version1.8-7
ftp://ftp.gns.cri.nz/pub/davidh/sslib/r-repo/

View on CRAN

Functions

as.dthmm Man page
as.mmglm0 Man page
backward Man page
backward0.mmpp Man page
BaumWelch Man page
Baum.Welch Man page
Baum.Welch0.mmpp Man page
BaumWelch.dthmm Man page
BaumWelch.mmglm0 Man page
BaumWelch.mmglm1 Man page
BaumWelch.mmglmlong1 Man page
Baum.Welch.mmpp Man page
BaumWelch.mmpp Man page
bwcontrol Man page
Changes Man page
compdelta Man page
Demonstration Man page
dglm Man page
dmmglm Man page
dthmm Man page
Estep Man page
Estep0.mmpp Man page
Estep.mmglm1 Man page
Estep.mmpp Man page
forward Man page
forward0.mmpp Man page
forwardback Man page
forwardback.dthmm Man page
forwardback.mmpp Man page
getj Man page
HiddenMarkov Man page
HiddenMarkov-defunct Man page
HiddenMarkov-dthmm-deprecated Man page
HiddenMarkov-mmpp-deprecated Man page
HiddenMarkov-package Man page
logLik Man page
logLik.dthmm Man page
logLik.mmglm0 Man page
logLik.mmglm1 Man page
logLik.mmglmlong1 Man page
logLikmmpp Man page
logLik.mmpp Man page
makedensity Man page
makedensity1 Man page
makedistn Man page
mchain Man page
mmglm Man page
mmglm0 Man page
mmglm1 Man page
mmglm-2nd-level-functions Man page
mmglmlong1 Man page
mmpp Man page
mmpp-2nd-level-functions Man page
Mstep Man page
Mstep.beta Man page
Mstep.binom Man page
Mstep.exp Man page
Mstep.gamma Man page
Mstep.glm Man page
Mstep.lnorm Man page
Mstep.logis Man page
Mstep.mmglm1 Man page
Mstep.norm Man page
Mstep.pois Man page
neglogLik Man page
pglm Man page
Pi2vector Man page
pmmglm Man page
probhmm Man page
Q2vector Man page
residuals Man page
residuals.dthmm Man page
residualshmm Man page
residuals.mmglm0 Man page
residuals.mmglm1 Man page
residuals.mmglmlong1 Man page
residuals.mmpp Man page
sim.hmm Man page
sim.hmm1 Man page
sim.markov Man page
sim.mmpp Man page
simulate Man page
simulate.dthmm Man page
simulate.mchain Man page
simulate.mmglm0 Man page
simulate.mmglm1 Man page
simulate.mmglmlong1 Man page
simulate.mmpp Man page
summary Man page
summary.dthmm Man page
summary.mmglm0 Man page
summary.mmglm1 Man page
summary.mmglmlong1 Man page
summary.mmpp Man page
Transform-Parameters Man page
vector2Pi Man page
vector2Q Man page
Viterbi Man page
Viterbi.dthmm Man page
Viterbihmm Man page
Viterbi.mmglm0 Man page
Viterbi.mmglm1 Man page
Viterbi.mmglmlong1 Man page
Viterbi.mmpp Man page

Files

inst
inst/CITATION
inst/doc
inst/doc/index.html
tests
tests/mmglm0-mmglm1-gaussian1.Rout.save
tests/mmglm0-mmglm1-gaussian.R tests/mmglm0-mmglm1-binomial.R
tests/dthmm-mmglm1-gaussian.Rout.save
tests/mmglm0-mmglm1-gaussian.Rout.save
tests/mmglm0-mmglm1-binomial.Rout.save
tests/mmglm0-mmglm1-gaussian1.R tests/dthmm-mmglm1-gaussian.R
src
src/multiply.f
src/mmpp.f
src/extract.f
src/dthmm.f
NAMESPACE
demo
demo/lnorm.R demo/beta.R
demo/00Index
demo/logis.R demo/gamma.R demo/norm.R
NEWS
R
R/summary.mmglm0.R R/Mstep.gamma.R R/Viterbi.dthmm.R R/mmglmlong1.R R/Mstep.norm.R R/logLik.mmglmlong1.R R/residuals.dthmm.R R/summary.dthmm.R R/forwardback.mmpp.R R/backward.R R/pmmglm.R R/Viterbi.mmglm1.R R/dthmm.R R/simulate.mmpp.R R/logLik.mmglm1.R R/BaumWelch.mmglm1.R R/forward.R R/summary.mmglm1.R R/Mstep.lnorm.R R/Mstep.exp.R R/Viterbi.mmglmlong1.R R/simulate.mmglm1.R R/bwcontrol.R R/mmglm.R R/Mstep.pois.R R/Mstep.mmglm1.R R/logLik.mmglm0.R R/Estep0.mmpp.R R/BaumWelch.R R/mmglm0.R R/compdelta.R R/mmpp.R R/pglm.R R/simulate.mmglm0.R R/simulate.dthmm.R R/mmglm1.R R/neglogLik.R R/probhmm.R R/Viterbi.mmglm0.R R/BaumWelch.dthmm.R R/residuals.mmpp.R R/logLik.dthmm.R R/forwardback.R R/makedensity.R R/BaumWelch.mmglmlong1.R R/vector2Pi.R R/deprecated.R R/Estep.mmpp.R R/Mstep.logis.R R/BaumWelch.mmpp.R R/summary.mmglmlong1.R R/Estep.R R/forwardback.dthmm.R R/dmmglm.R R/as.mmglm0.R R/defunct.R R/simulate.mmglmlong1.R R/getj.R R/Mstep.binom.R R/Mstep.beta.R R/Viterbi.mmpp.R R/residuals.mmglm0.R R/vector2Q.R R/as.dthmm.R R/Q2vector.R R/dglm.R R/mchain.R R/Mstep.glm.R R/logLik.mmpp.R R/BaumWelch.mmglm0.R R/residuals.mmglmlong1.R R/Viterbi.R R/Pi2vector.R R/makedensity1.R R/summary.mmpp.R R/makedistn.R R/Estep.mmglm1.R R/residuals.mmglm1.R R/simulate.mchain.R
MD5
DESCRIPTION
man
man/forwardback.Rd man/mmpp.Rd man/simulate.Rd man/residuals.Rd man/HiddenMarkov-internal.Rd man/dthmm.Rd man/HiddenMarkov-defunct.Rd man/mchain.Rd man/logLik.Rd man/mmpp-2nd-level-functions.Rd man/HiddenMarkov-dthmm-deprecated.Rd man/neglogLik.Rd man/Changes.Rd man/Transform-Parameters.Rd man/Estep.Rd man/Viterbi.Rd man/compdelta.Rd man/bwcontrol.Rd man/probhmm.Rd man/BaumWelch.Rd man/mmglm.Rd man/mmglm-2nd-level-functions.Rd man/Mstep.Rd man/HiddenMarkov.Rd man/Demonstration.Rd man/HiddenMarkov-mmpp-deprecated.Rd man/summary.Rd

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