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.

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/

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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

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