mhsmm: Parameter estimation and prediction for hidden Markov and semi-Markov models for data with multiple observation sequences

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.

Version: 0.3.1
Depends: mvtnorm
Published: 2009-09-24
Author: Jared O'Connell, Soren Hojsgaard
Maintainer: Jared O'Connell <jared at graduate.uwa.edu.au>
License: GPL (≥ 2)
CRAN checks: mhsmm results

Downloads:

Package source: mhsmm_0.3.1.tar.gz
MacOS X binary: mhsmm_0.3.1.tgz
Windows binary: mhsmm_0.3.1.zip
Reference manual: mhsmm.pdf
Vignettes: HMM for discrete data
News/ChangeLog:ChangeLog
Old sources: mhsmm archive