jaredo/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.

Getting started

Package details

AuthorJared O'Connell <[email protected]>, Søren Højsgaard <[email protected]>
MaintainerJared O'Connell <[email protected]>
LicenseGPL (>= 2)
URL https://github.com/jaredo/mhsmm
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
jaredo/mhsmm documentation built on Sept. 8, 2017, 11:22 p.m.