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HMM (version 1.0)

HMM - Hidden Markov Models

Description

Easy to use library to setup, apply and make inference with discrete time and discrete space Hidden Markov Models

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Version

Install

install.packages('HMM')

Monthly Downloads

705

Version

1.0

License

GPL (>= 2)

Maintainer

Lin Himmelmann

Last Published

January 10th, 2010

Functions in HMM (1.0)

dishonestCasino

Example application for Hidden Markov Models
viterbi

Computes the most probable path of states
HMM

HMM - Hidden Markov Models
viterbiTraining

Inferring the parameters of a Hidden Markov Model via Viterbi-training
forward

Computes the forward probabilities
posterior

Computes the posterior probabilities for the states
baumWelch

Inferring the parameters of a Hidden Markov Model via the Baum-Welch algorithm
simHMM

Simulate states and observations for a Hidden Markov Model
backward

Computes the backward probabilities
initHMM

Initialisation of HMM's