pneff93/HMM: Fitting a Hidden Markov Model
This package is designed to estimate the hidden states parameters of a HMM-Model as well as the transition probabilities given the underlying likelihoods of each state. For estimation either a Direct Maximisation or an Expectation-Maximisation Algorithm can be chosen. For more detailed explanation of both methods we highly recommend the source Hidden Markov Models for Times Series by Walter Zucchini, Iain MacDonald & Roland Langrock.
Getting started
Browse package contents
Package details |
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| Author | Malte Lehna, Patrick Neff |
| Maintainer | Malte Lehna <malte.lehna@stud.uni-goettingen.de>, Patrick Neff <patrick.neff@stud.uni-goettingen.de> |
| License | GPL-2 |
| Version | 1.0.0 |
| URL | http://github.com/pneff93/HMM |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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