README.md
In pneff93/HMM: Fitting a Hidden Markov Model
HMM
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.
Moreover for further information how to use this package correctly look at examples.
Written by Malte Lehna and Patrick Neff
pneff93/HMM documentation built on Oct. 26, 2019, 8:16 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
HMM
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. Moreover for further information how to use this package correctly look at examples.
Written by Malte Lehna and Patrick Neff
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.