eglhmm

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Extended Generalised Linear Hidden Markov Models

Rolf Turner

Last update: 12 February 2024

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

Software version identifier: 0.0-23, 0.1-1, 0.1-3

Description

Fits a variety of hidden Markov models, structuredin an extended generalized linear model framework. SeeT. Rolf Turner, Murray A. Cameron, and Peter J. Thomson(1998) <doi:10.2307/3315677>, andRolf Turner (2008) <doi:10.1016/j.csda.2008.01.029>and the references cited therein.

Cites work

• Direct maximization of the likelihood of a hidden Markov model
• Hidden Markov chains in generalized linear models

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