Man pages for rarhsmm
Regularized Autoregressive Hidden Semi Markov Model
| em.hmm | EM algorithm to compute maximum likelihood estimate of... |
| em.semi | EM algorithm to compute maximum likelihood estimate of... |
| finance | NYSE stock closing price data |
| hmm.predict | 1-step forward prediction for (autoregressive) Gaussian... |
| hmm.sim | Simulate a Gaussian hidden Markov series with / without... |
| hsmm.predict | 1-step forward prediction for (autoregressive) Gaussian... |
| hsmm.sim | Simulate a Gaussian hidden semi-Markov series with / without... |
| mvdnorm | multivariate normal density |
| mvrnorm | multivariate normal random number generator |
| package-rarhsmm | Regularized Autoregressive Hidden Semi Markov Models |
| rmultinomial | multinomial random variable generator |
| smooth.hmm | Calculate the probability of being in a particular state for... |
| smooth.semi | Calculate the probability of being in a particular state for... |
| viterbi.hmm | Viterbi algorithm to decode the latent states for Gaussian... |
| viterbi.semi | Viterbi algorithm to decode the latent states for Gaussian... |
