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 "Changes" for a list of recent changes. The algorithms are based of those of Walter Zucchini.

Version: 1.7-0
Suggests: snow
Published: 2012-04-14
Author: David Harte
Maintainer: David Harte <david at statsresearch.co.nz>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://cran.at.r-project.org/web/packages/HiddenMarkov
NeedsCompilation: yes
Materials: NEWS
CRAN checks: HiddenMarkov results

Downloads:

Reference manual: HiddenMarkov.pdf
Package source: HiddenMarkov_1.7-0.tar.gz
Windows binaries: r-devel: HiddenMarkov_1.7-0.zip, r-release: HiddenMarkov_1.7-0.zip, r-oldrel: HiddenMarkov_1.7-0.zip
OS X Snow Leopard binaries: r-release: HiddenMarkov_1.7-0.tgz, r-oldrel: HiddenMarkov_1.7-0.tgz
OS X Mavericks binaries: r-release: HiddenMarkov_1.7-0.tgz
Old sources: HiddenMarkov archive

Reverse dependencies:

Reverse imports: switchnpreg
Reverse suggests: STAR