Hidden Markov Model Regression ('HMMR') for Time Series Segmentation

emHMMR | emHMMR implemens the EM (Baum-Welch) algorithm to fit a HMMR... |

hmmProcess | hmmProcess calculates the probability distribution of a... |

mkStochastic | mkStochastic ensures that it is a stochastic vector, matrix... |

ModelHMMR-class | A Reference Class which represents a fitted HMMR model. |

ParamHMMR-class | A Reference Class which contains parameters of a HMMR model. |

realdataset | Time series representing the electrical power consumption... |

selectHMMR | selectHMMR implements a model selection procedure to select... |

StatHMMR-class | A Reference Class which contains statistics of a HMMR model. |

toydataset | A simulated non-stationary time series with regime changes. |

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