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HiddenMarkov (version 1.8-14)

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

1,546

Version

1.8-14

License

GPL (>= 2)

Maintainer

David Harte

Last Published

January 28th, 2025

Functions in HiddenMarkov (1.8-14)

Discrete Time HMM Object (DTHMM)

Log Likelihood of Hidden Markov Model

Markov Chain Object

mmglm-2nd-level-functions

Markov Modulated Generalised Linear Model - 2nd Level Functions

Forward and Backward Probabilities of DTHMM

Markov Modulated GLM Object

Control Parameters for Baum Welch Algorithm

Marginal Distribution of Stationary Markov Chain

Summary of Hidden Markov Model

mmpp-2nd-level-functions

Markov Modulated Poisson Process - 2nd Level Functions

Markov Modulated Poisson Process Object

Conditional Distribution Function of DTHMM

Negative Log-Likelihood

Viterbi Algorithm for Hidden Markov Model

Transform-Parameters

Transform Transition or Rate Matrices to Vector

Residuals of Hidden Markov Model

Simulate Hidden Markov Process

HiddenMarkov-defunct

Defunct Functions in Package HiddenMarkov

HiddenMarkov-dthmm-deprecated

Discrete Time HMM - Deprecated Functions

HiddenMarkov-package

Overview of Package HiddenMarkov

HiddenMarkov-internal

Internally Used Functions

Demonstration Examples

Estimation Using Baum-Welch Algorithm

E-Step of EM Algorithm for DTHMM

HiddenMarkov-mmpp-deprecated

Markov Modulated Poisson Process - Deprecated Functions

Changes Made to Package HiddenMarkov

M-Step of EM Algorithm for DTHMM