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 |
| 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 |