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HiddenMarkov (version 1.8-13)

Hidden Markov Models

Description

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.

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Version

Install

install.packages('HiddenMarkov')

Monthly Downloads

1,249

Version

1.8-13

License

GPL (>= 2)

Maintainer

Last Published

April 27th, 2021

Functions in HiddenMarkov (1.8-13)

HiddenMarkov-dthmm-deprecated

Discrete Time HMM - Deprecated Functions

HiddenMarkov-package

Overview of Package HiddenMarkov

Changes Made to Package HiddenMarkov

Demonstration Examples

HiddenMarkov-internal

Internally Used Functions

HiddenMarkov-mmpp-deprecated

Markov Modulated Poisson Process - Deprecated Functions

E-Step of EM Algorithm for DTHMM

Estimation Using Baum-Welch Algorithm

HiddenMarkov-defunct

Defunct Functions in Package HiddenMarkov

Log Likelihood of Hidden Markov Model

M-Step of EM Algorithm for DTHMM

Residuals of Hidden Markov Model

Marginal Distribution of Stationary Markov Chain

Summary of Hidden Markov Model

Control Parameters for Baum Welch Algorithm

Forward and Backward Probabilities of DTHMM

mmpp-2nd-level-functions

Markov Modulated Poisson Process - 2nd Level Functions

Discrete Time HMM Object (DTHMM)

Markov Chain Object

Markov Modulated Poisson Process Object

Viterbi Algorithm for Hidden Markov Model

Transform-Parameters

Transform Transition or Rate Matrices to Vector

Conditional Distribution Function of DTHMM

mmglm-2nd-level-functions

Markov Modulated Generalised Linear Model - 2nd Level Functions

Markov Modulated GLM Object

Simulate Hidden Markov Process

Negative Log-Likelihood