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.

Author
Jared O'Connell <jaredoconnell@gmail.com>, Sren Hjsgaard <sorenh@math.aau.dk>
Date of publication
2014-12-22 10:37:39
Maintainer
Jared O'Connell <jaredoconnell@gmail.com>
License
GPL (>= 2)
Version
0.4.14

View on CRAN

Man pages

addStates
Adds a bar representing state sequence.
dmvnorm.hsmm
Emission ensity function for a multivariate normal emission...
dnorm.hsmm
Emission density function for normal emission distribution
dpois.hsmm
Emission density function for Poisson emission distribution
gammafit
Parameter estimation for the Gamma distribution
hmmfit
fit a hidden Markov model
hmmspec
Specificatin of HMMs
hsmmfit
fit a hidden semi-Markov model
hsmmspec
Hidden semi-Markov model specification
mstep.mvnorm
Performs re-estimation (the M-step) for a multivariate normal...
mstep.norm
Performs re-estimation (the M-step) for a normal emission...
mstep.pois
Performs re-estimation (the M-step) for a Poisson emission...
plot.hsmm
Plot function for hsmms
plot.hsmm.data
Plot function for hsmm data
predict.hmm
Prediction function for hmm
predict.hmmspec
Prediction function for hmmspec
predict.hsmm
Prediction for hsmms
predict.hsmmspec
Prediction for hsmmspec
print.hmm
Print method for hmm objects
print.hmmspec
Print function for hmmspec
print.hsmmspec
Print function for hsmmspec
reproai
Artificial insemination times for seven cows
reprocows
Reproductive data from seven dairy cows
rmvnorm.hsmm
Random number generation from a multivariate normal...
rnorm.hsmm
Random number generation from a normally distributed emission...
rpois.hsmm
Random number generation from a Poisson distributed emission...
sim.mc
Markov chain simulation
simulate.hmmspec
Simulation of hidden Markov models
simulate.hsmmspec
Simulation for HSMMs
smooth.discrete
Smoothing a discrete time series.
summary.hmm
Summary method for hmm objects
summary.hsmm
Summary function for hsmm

Files in this package

mhsmm
mhsmm/inst
mhsmm/inst/CITATION
mhsmm/inst/doc
mhsmm/inst/doc/DHMM2.Rnw
mhsmm/inst/doc/DHMM1.R
mhsmm/inst/doc/DHMM1.pdf
mhsmm/inst/doc/DHMM2.pdf
mhsmm/inst/doc/DHMM2.R
mhsmm/inst/doc/DHMM1.Rnw
mhsmm/src
mhsmm/src/hsmm.c
mhsmm/NAMESPACE
mhsmm/data
mhsmm/data/reproai.RData
mhsmm/data/reproppa.RData
mhsmm/data/reprocows.RData
mhsmm/R
mhsmm/R/smooth.discrete-src.R
mhsmm/R/hsmm_functions.R
mhsmm/R/spec_functions.R
mhsmm/R/plotting_functions.R
mhsmm/R/hmm_functions.R
mhsmm/vignettes
mhsmm/vignettes/DHMM2.Rnw
mhsmm/vignettes/fig
mhsmm/vignettes/fig/dhmm-011.pdf
mhsmm/vignettes/fig/dhmm-008.eps
mhsmm/vignettes/fig/dhmm-017.pdf
mhsmm/vignettes/fig/dhmm-clsfig1.eps
mhsmm/vignettes/fig/dhmm-014.pdf
mhsmm/vignettes/fig/dhmm-008.pdf
mhsmm/vignettes/fig/dhmm-clsfig2.pdf
mhsmm/vignettes/fig/dhmm-clsfig1.pdf
mhsmm/vignettes/fig/dhmm-009.pdf
mhsmm/vignettes/fig/dhmm-012.eps
mhsmm/vignettes/fig/dhmm-009.eps
mhsmm/vignettes/fig/dhmm-017.eps
mhsmm/vignettes/fig/smooth-smooth1.pdf
mhsmm/vignettes/fig/dhmm-012.pdf
mhsmm/vignettes/fig/dhmm-015.pdf
mhsmm/vignettes/fig/smooth-smooth1.eps
mhsmm/vignettes/fig/dhmm-018.eps
mhsmm/vignettes/fig/dhmm-014.eps
mhsmm/vignettes/fig/dhmm-011.eps
mhsmm/vignettes/fig/dhmm-018.pdf
mhsmm/vignettes/fig/dhmm-clsfig2.eps
mhsmm/vignettes/fig/dhmm-015.eps
mhsmm/vignettes/clsX.RData
mhsmm/vignettes/DHMM1.Rnw
mhsmm/MD5
mhsmm/README
mhsmm/build
mhsmm/build/vignette.rds
mhsmm/DESCRIPTION
mhsmm/ChangeLog
mhsmm/man
mhsmm/man/rpois.hsmm.Rd
mhsmm/man/hsmmfit.Rd
mhsmm/man/print.hsmmspec.Rd
mhsmm/man/predict.hsmmspec.Rd
mhsmm/man/print.hmm.Rd
mhsmm/man/hmmspec.Rd
mhsmm/man/dnorm.hsmm.Rd
mhsmm/man/sim.mc.Rd
mhsmm/man/mstep.norm.Rd
mhsmm/man/gammafit.Rd
mhsmm/man/plot.hsmm.data.Rd
mhsmm/man/mstep.pois.Rd
mhsmm/man/predict.hsmm.Rd
mhsmm/man/predict.hmm.Rd
mhsmm/man/smooth.discrete.Rd
mhsmm/man/rmvnorm.hsmm.Rd
mhsmm/man/predict.hmmspec.Rd
mhsmm/man/rnorm.hsmm.Rd
mhsmm/man/addStates.Rd
mhsmm/man/mstep.mvnorm.Rd
mhsmm/man/summary.hsmm.Rd
mhsmm/man/reprocows.Rd
mhsmm/man/print.hmmspec.Rd
mhsmm/man/hsmmspec.Rd
mhsmm/man/hmmfit.Rd
mhsmm/man/dmvnorm.hsmm.Rd
mhsmm/man/plot.hsmm.Rd
mhsmm/man/simulate.hsmmspec.Rd
mhsmm/man/simulate.hmmspec.Rd
mhsmm/man/reproppa.rd
mhsmm/man/summary.hmm.Rd
mhsmm/man/reproai.Rd
mhsmm/man/dpois.hsmm.Rd