hmm.discnp v2.1-5
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Hidden Markov Models with Discrete Non-Parametric Observation Distributions
Fits hidden Markov models with discrete non-parametric
observation distributions to data sets. The observations may
be univariate or bivariate. 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. Auxiliary predictors are accommodated in the
univariate setting.
Functions in hmm.discnp
| Name | Description | |
| ccprSim | Simulated monocyte counts and psychosis symptoms. | |
| SydColDisc | Discretised version of coliform counts in sea-water samples | |
| lesionCount | Multiple sclerosis lesion counts for three patients. | |
| predict.hmm.discnp | Predicted values of a discrete non-parametric hidden Markov model. | |
| anova.hmm.discnp | Anova for hmm.discnp models | |
| logLikHmm | Log likelihood of a hidden Markov model | |
| scovmat | Simulation based covariance matrix. | |
| misstify | Insert missing values. | |
| mps | Most probable states. | |
| rhmm | Simulate discrete data from a non-parametric hidden Markov model. | |
| sp | Calculate the conditional state probabilities. | |
| viterbi | Most probable state sequence. | |
| hmm.discnp-internal | Internal hmm.discnp functions. | |
| hydroDat | Canadian hydrological data sets. | |
| squantCI | Simulation-quantile based confidence intervals. | |
| weissData | Data from “An Introduction to Discrete-Valued Time Series” | |
| update.hmm.discnp | Update a fitted hmm.discnp model. | |
| fitted.hmm.discnp | Fitted values of a discrete non-parametric hidden Markov model. | |
| hmm | Fit a hidden Markov model to discrete data. | |
| nafracCalc | Calculate fractions of missing values. | |
| pr | Probability of state sequences. | |
| cnvrtRho | Convert Rho between forms. | |
| No Results! | ||
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Details
| Date | 2018-11-26 |
| LazyData | true |
| ByteCompile | true |
| License | GPL (>= 2) |
| NeedsCompilation | yes |
| Packaged | 2018-11-26 05:22:38 UTC; rolf |
| Repository | CRAN |
| Date/Publication | 2018-11-26 05:50:03 UTC |
| imports | nnet (>= 7.3.12) |
| depends | R (>= 2.10) |
| Contributors | Rolf Turner |
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