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hmm.discnp (version 0.1-1)

Hidden Markov models with discrete non-parametric observation distributions.

Description

Fits hidden Markov models with discrete non-parametric observation distributions to data sets. Simulates data from such models. Finds most probable underlying hidden states and most probable sequences of such states.

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Version

Install

install.packages('hmm.discnp')

Monthly Downloads

240

Version

0.1-1

License

GPL (>= 2)

Maintainer

Rolf Turner

Last Published

November 30th, 2009

Functions in hmm.discnp (0.1-1)

hmm.discnp-internal

Internal hmm.discnp functions.

Calculate the conditional state probabilities.

hmm

Fit a hidden Markov model to discrete data.

viterbi

Most probable state sequence.

sim.hmm

Simulate discrete data from a hidden Markov model.

fitted.hmm.discnp

Fitted values of a discrete non-parametric hidden Markov model.

Probability of state sequences.

mps

Most probable states.