hmm.discnp: Hidden Markov models with discrete non-parametric observation distributions

Fits hidden Markov models with discrete non-parametric observation distributions to data sets. Simulates data from such models. Finds most probable underlying hidden states, the most probable sequences of such states, and the log likelihood of a collection of observations given the parameters of the model.

Version: 0.2-2
Depends: R (≥ 0.99)
Published: 2014-05-19
Author: Rolf Turner and Limin Liu.
Maintainer: Rolf Turner <r.turner at auckland.ac.nz>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.stat.auckland.ac.nz/~rolf/
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: hmm.discnp results

Downloads:

Reference manual: hmm.discnp.pdf
Package source: hmm.discnp_0.2-2.tar.gz
Windows binaries: r-devel: hmm.discnp_0.2-2.zip, r-release: hmm.discnp_0.2-2.zip, r-oldrel: hmm.discnp_0.2-2.zip
OS X Snow Leopard binaries: r-release: hmm.discnp_0.2-2.tgz, r-oldrel: hmm.discnp_0.2-2.tgz
OS X Mavericks binaries: r-release: hmm.discnp_0.2-2.tgz
Old sources: hmm.discnp archive