HiddenMarkov

MaRDI QIDQ20025swMATHCRANFDO

Authors David Harte

Last update 28 January 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.8-13, 1.1-2, 1.2-3, 1.2-4, 1.2-5, 1.2-6, 1.2-7, 1.2-8, 1.3-0, 1.3-1, 1.3-2, 1.4-0, 1.4-1, 1.4-2, 1.4-3, 1.4-4, 1.5-0, 1.7-0, 1.8-0, 1.8-1, 1.8-3, 1.8-4, 1.8-7, 1.8-8, 1.8-11, PACKAGES.rds, 1.8-14

Official website http://cran.at.r-project.org/web/packages/HiddenMarkov/

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.

Cited in

(30)

• hsmm
• HMMmlselect
• hmm
• msm
• depmix
• depmixS4
• TraMineR
• Guest editor's introduction to the special issue on ``Hidden Markov models: theory and applications
• RHmm
• HMM
• HMMCont
• hmm.discnp
• LMest
• moveHMM
• A Bayesian test for the hot hand phenomenon
• swim
• mhsmm
• clickstream
• ClickClust
• hawkes
• Markov-modulated Hawkes process with stepwise decay
• countHMM
• Model Checking for Hidden Markov Models
• Hidden Markov Models for Time Series: An Introduction Using R. Walter Zucchini, Iain L. McDonald, and Roland Langrock, Boca Raton, CRC Press
• hhsmm
• Hidden Markov models for time series. An introduction using R
• Hidden Markov Models for Time Series
• Comments on: ``Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
• Seven things to remember about hidden Markov models: A tutorial on Markovian models for time series
• hsmm -- an R package for analyzing hidden semi-Markov models

This page was built for software: HiddenMarkov