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Hidden Markov Models
David Harte
GPL (>= 2)
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.
Package Version Released
HiddenMarkov 1.7-0 2 years 41 weeks ago
HiddenMarkov 1.5-0 3 years 11 weeks ago
HiddenMarkov 1.4-4 3 years 39 weeks ago
HiddenMarkov 1.4-3 4 years 6 weeks ago
HiddenMarkov 1.4-2 4 years 17 weeks ago
HiddenMarkov 1.4-0 4 years 24 weeks ago
HiddenMarkov 1.3-2 4 years 26 weeks ago
HiddenMarkov 1.3-1 4 years 48 weeks ago
HiddenMarkov 1.3-0 5 years 1 week ago
HiddenMarkov 1.2-8 5 years 15 weeks ago
I'm very pleased that Mr. David Harte has taken it upon himself to write an R package to perform computations for the Hidden Markov Model. Unfortunately, the documentation leaves me a bit...
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