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 <jaredoconnell@gmail.com>, Søren Højsgaard <sorenh@math.aau.dk>
MaintainerJared O'Connell <jaredoconnell@gmail.com>
LicenseGPL (>= 2)
Version0.4.16
URL https://github.com/jaredo/mhsmm
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jaredo/mhsmm")
jaredo/mhsmm documentation built on Dec. 6, 2019, 11:07 a.m.