mhsmm: Inference for Hidden Markov and Semi-Markov Models

Parameter estimation and prediction for hidden Markov and semi-Markov models for data with multiple observation sequences. Suitable for equidistant time series data, with multivariate and/or missing data. Allows user defined emission distributions.

Version: 0.4.14
Depends: mvtnorm
Published: 2014-12-22
Author: Jared O'Connell, Søren Højsgaard
Maintainer: Jared O'Connell <jaredoconnell at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: mhsmm citation info
Materials: README ChangeLog
CRAN checks: mhsmm results

Downloads:

Reference manual: mhsmm.pdf
Vignettes: Smoothing discrete data (I) - smooth.discrete()
Smoothing discrete data (II)
Package source: mhsmm_0.4.14.tar.gz
Windows binaries: r-devel: mhsmm_0.4.14.zip, r-release: mhsmm_0.4.14.zip, r-oldrel: mhsmm_0.4.14.zip
OS X Snow Leopard binaries: r-release: mhsmm_0.4.14.tgz, r-oldrel: mhsmm_0.4.14.tgz
OS X Mavericks binaries: r-release: mhsmm_0.4.14.tgz
Old sources: mhsmm archive