HiddenMarkov

Hidden Markov Models

Contains functions for the analysis of Discrete Time Hidden Markov Models, Markov Modulated GLMs and the Markov Modulated Poisson Process. It includes functions for simulation, parameter estimation, and the Viterbi algorithm. See the topic "HiddenMarkov" for an introduction to the package, and "Change Log" for a list of recent changes. The algorithms are based of those of Walter Zucchini.

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Description file content

Package
HiddenMarkov
Title
Hidden Markov Models
Version
1.8-11
Date
2017-11-01
Author
David Harte
Maintainer
David Harte
Description
Contains functions for the analysis of Discrete Time Hidden Markov Models, Markov Modulated GLMs and the Markov Modulated Poisson Process. It includes functions for simulation, parameter estimation, and the Viterbi algorithm. See the topic "HiddenMarkov" for an introduction to the package, and "Change Log" for a list of recent changes. The algorithms are based of those of Walter Zucchini.
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parallel
License
GPL (>= 2)
URL
NeedsCompilation
yes
Packaged
2017-10-31 20:01:00 UTC; davidh
Repository
CRAN
Date/Publication
2017-11-01 16:45:51 UTC

install.packages('HiddenMarkov')

1.8-11

a month ago

http://www.statsresearch.co.nz/dsh/sslib/

David Harte

GPL (>= 2)

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parallel

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