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.

Author
David Harte
Date of publication
2016-08-30 07:48:00
Maintainer
David Harte <d.s.harte@gmail.com>
License
GPL (>= 2)
Version
1.8-7
URLs

View on CRAN

Man pages

BaumWelch
Estimation Using Baum-Welch Algorithm
bwcontrol
Control Parameters for Baum Welch Algorithm
Changes
Changes Made to Package HiddenMarkov
compdelta
Marginal Distribution of Stationary Markov Chain
Demonstration
Demonstration Examples
dthmm
Discrete Time HMM Object (DTHMM)
Estep
E-Step of EM Algorithm for DTHMM
forwardback
Forward and Backward Probabilities of DTHMM
HiddenMarkov
Overview of Package HiddenMarkov
HiddenMarkov-defunct
Defunct Functions in Package HiddenMarkov
HiddenMarkov-dthmm-deprecated
Discrete Time HMM - Deprecated Functions
HiddenMarkov-internal
Internally Used Functions
HiddenMarkov-mmpp-deprecated
Markov Modulated Poisson Process - Deprecated Functions
logLik
Log Likelihood of Hidden Markov Model
mchain
Markov Chain Object
mmglm
Markov Modulated GLM Object
mmglm-2nd-level-functions
Markov Modulated Generalised Linear Model - 2nd Level...
mmpp
Markov Modulated Poisson Process Object
mmpp-2nd-level-functions
Markov Modulated Poisson Process - 2nd Level Functions
Mstep
M-Step of EM Algorithm for DTHMM
neglogLik
Negative Log-Likelihood
probhmm
Conditional Distribution Function of DTHMM
residuals
Residuals of Hidden Markov Model
simulate
Simulate Hidden Markov Process
summary
Summary of Hidden Markov Model
Transform-Parameters
Transform Transition or Rate Matrices to Vector
Viterbi
Viterbi Algorithm for Hidden Markov Model

Files in this package

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