HiddenMarkov: Hidden Markov Models

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 "Change Log" for a list of recent changes. The algorithms are based of those of Walter Zucchini.

Version: 1.8-13
Suggests: parallel
Published: 2021-04-27
DOI: 10.32614/CRAN.package.HiddenMarkov
Author: David Harte
Maintainer: David Harte <d.s.harte at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.statsresearch.co.nz/dsh/sslib/
NeedsCompilation: yes
Citation: HiddenMarkov citation info
Materials: NEWS
CRAN checks: HiddenMarkov results

Documentation:

Reference manual: HiddenMarkov.pdf

Downloads:

Package source: HiddenMarkov_1.8-13.tar.gz
Windows binaries: r-devel: HiddenMarkov_1.8-13.zip, r-release: HiddenMarkov_1.8-13.zip, r-oldrel: HiddenMarkov_1.8-13.zip
macOS binaries: r-release (arm64): HiddenMarkov_1.8-13.tgz, r-oldrel (arm64): HiddenMarkov_1.8-13.tgz, r-release (x86_64): HiddenMarkov_1.8-13.tgz, r-oldrel (x86_64): HiddenMarkov_1.8-13.tgz
Old sources: HiddenMarkov archive

Reverse dependencies:

Reverse imports: HMMmlselect, infercnv, MOSim
Reverse suggests: HMMextra0s

Linking:

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