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... |

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