Learn R Programming

HMM (version 1.0.1)

Hidden Markov Models

Description

Easy to use library to setup, apply and make inference with discrete time and discrete space Hidden Markov Models.

Copy Link

Version

Install

install.packages('HMM')

Monthly Downloads

700

Version

1.0.1

License

GPL (>= 2)

Maintainer

Lin Himmelmann

Last Published

March 23rd, 2022

Functions in HMM (1.0.1)

initHMM

Initialisation of HMMs
HMM

HMM - Hidden Markov Models
backward

Computes the backward probabilities
baumWelch

Inferring the parameters of a Hidden Markov Model via the Baum-Welch algorithm
viterbi

Computes the most probable path of states
viterbiTraining

Inferring the parameters of a Hidden Markov Model via Viterbi-training
forward

Computes the forward probabilities
dishonestCasino

Example application for Hidden Markov Models
posterior

Computes the posterior probabilities for the states
simHMM

Simulate states and observations for a Hidden Markov Model