mhsmm: Parameter estimation and prediction for hidden Markov and semi-Markov models for data with multiple observation sequences

Parameter estimation and prediction for hidden Markov and semi-Markov models for data with multiple observation sequences. Suitable for equidistant time series data, with multivariate and/or missing data.

Version: 0.4.4
Depends: mvtnorm
Published: 2011-06-17
Author: Jared O'Connell, Søren Højsgaard
Maintainer: Jared O'Connell <jared at well.ox.ac.uk>
License: GPL (≥ 2)
Citation: mhsmm citation info
CRAN checks: mhsmm results

Downloads:

Package source: mhsmm_0.4.4.tar.gz
MacOS X binary: mhsmm_0.4.4.tgz
Windows binary: mhsmm_0.4.4.zip
Reference manual: mhsmm.pdf
Vignettes: Smoothing discrete data (I) - smooth.discrete()
Smoothing discrete data (II)
News/ChangeLog:ChangeLog
Old sources: mhsmm archive