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 "Changes" for a list of recent changes. The algorithms are based of those of Walter Zucchini.
| Version: | 1.2-6 |
| Date: | 2008-08-07 |
| Author: | David Harte |
| Maintainer: | David Harte <david at statsresearch.co.nz> |
| License: | GPL (≥2) |
| URL: | http://cran.at.r-project.org/web/packages/HiddenMarkov, http://www.statsresearch.co.nz/software.html |
| CRAN checks: | HiddenMarkov results |
Downloads:
| Package source: | HiddenMarkov_1.2-6.tar.gz |
| MacOS X binary: | HiddenMarkov_1.2-6.tgz |
| Windows binary: | HiddenMarkov_1.2-6.zip |
| Reference manual: | HiddenMarkov.pdf |
| Old sources: | HiddenMarkov archive |