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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.

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Version

Install

install.packages('HMM')

Monthly Downloads

894

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