HiddenMarkov (Q20025)
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Hidden Markov Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | HiddenMarkov |
Hidden Markov Models |
Statements
expanded from: GPL (≥ 2) (English)
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28 January 2025
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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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