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hmm.discnp (version 0.2-0)
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, the most probable sequences of such states, and the
log likelihood of a collection of observations given the
parameters of the model.