HiddenMarkov
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.
Versions
| Package | Version | Released |
|---|---|---|
| HiddenMarkov | 1.7-0 | 1 year 5 weeks ago |
| HiddenMarkov | 1.5-0 | 1 year 28 weeks ago |
| HiddenMarkov | 1.4-4 | 2 years 3 weeks ago |
| HiddenMarkov | 1.4-3 | 2 years 22 weeks ago |
| HiddenMarkov | 1.4-2 | 2 years 33 weeks ago |
| HiddenMarkov | 1.4-0 | 2 years 41 weeks ago |
| HiddenMarkov | 1.3-2 | 2 years 42 weeks ago |
| HiddenMarkov | 1.3-1 | 3 years 12 weeks ago |
| HiddenMarkov | 1.3-0 | 3 years 17 weeks ago |
| HiddenMarkov | 1.2-8 | 3 years 32 weeks ago |
Reviews
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...
Comments