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: 0.4.12
Depends: mvtnorm
Published: 2014-01-09
Author: Jared O'Connell, Søren Højsgaard
Maintainer: Jared O'Connell <jaredoconnell at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: mhsmm citation info
Materials: ChangeLog
CRAN checks: mhsmm results

Downloads:

Reference manual: mhsmm.pdf
Vignettes: Smoothing discrete data (I) - smooth.discrete()
Smoothing discrete data (II)
Package source: mhsmm_0.4.12.tar.gz
OS X binary: mhsmm_0.4.12.tgz
Windows binary: mhsmm_0.4.12.zip
Old sources: mhsmm archive