Man pages for rarhsmm
Regularized Autoregressive Hidden Semi Markov Model

em.hmmEM algorithm to compute maximum likelihood estimate of...
em.semiEM algorithm to compute maximum likelihood estimate of...
financeNYSE stock closing price data
hmm.predict1-step forward prediction for (autoregressive) Gaussian...
hmm.simSimulate a Gaussian hidden Markov series with / without...
hsmm.predict1-step forward prediction for (autoregressive) Gaussian...
hsmm.simSimulate a Gaussian hidden semi-Markov series with / without...
mvdnormmultivariate normal density
mvrnormmultivariate normal random number generator
package-rarhsmmRegularized Autoregressive Hidden Semi Markov Models
rmultinomialmultinomial random variable generator
smooth.hmmCalculate the probability of being in a particular state for...
smooth.semiCalculate the probability of being in a particular state for...
viterbi.hmmViterbi algorithm to decode the latent states for Gaussian...
viterbi.semiViterbi algorithm to decode the latent states for Gaussian...
rarhsmm documentation built on Nov. 17, 2017, 6:10 a.m.