mhsmm: Inference for Hidden Markov and Semi-Markov Models

Parameter estimation and prediction for hidden Markov and semi-Markov models for data with multiple observation sequences. Suitable for equidistant time series data, with multivariate and/or missing data. Allows user defined emission distributions.

Package details

AuthorJared O'Connell <jaredoconnell@gmail.com>, Søren Højsgaard <sorenh@math.aau.dk>
MaintainerJared O'Connell <jaredoconnell@gmail.com>
LicenseGPL (>= 2)
Version0.4.16
URL https://github.com/jaredo/mhsmm
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mhsmm")

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mhsmm documentation built on May 2, 2019, 12:22 p.m.