Man pages for RHmm
Hidden Markov Models simulations and estimations
| asymptoticCov | Asymptotic covariance matrix of the HMM parameters |
| asymptoticIterSimCovMat | Compute the asymptotic covariance matrix of a fitted HMM by... |
| computeScoreAndInformation | Score and Information matrix of the HMM parameters |
| data_mixture | Simulated univariate mixture of 3 gausssian distributions |
| distributionSet | Set the parameters for the distributions of observations |
| forwardBackward | forward-backward function |
| HMMFit | Fit an Hidden Markov Model |
| HMMGraphicDiag | Graphic diagnostic of the HMM estimation |
| HMMPlotSerie | Plot univariates series in each estimated states |
| HMMSet | Set the parameters for the hidden Markov models |
| HMMSim | Simulation of an Hidden Markov Model |
| obs_n1d_3s | A 3 states HMM with univariate gaussian distribution data set |
| obs_n3d_2s | A 2 states HMM with 3D gaussian distribution data set |
| setAsymptoticCovMat | Set the asymptotic covariance matrix of a fitted HMM |
| viterbi | Viterbi algorithm |
| weather | Simulated discrete HMM |
