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mhsmm (version 0.4.21)

Inference for Hidden Markov and Semi-Markov Models

Description

Parameter estimation and prediction for hidden Markov and semi-Markov models for data with multiple observation sequences. Suitable for equidistant time series data, with multivariate and/or missing data. Allows user defined emission distributions.

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Version

Install

install.packages('mhsmm')

Monthly Downloads

410

Version

0.4.21

License

GPL (>= 2)

Maintainer

Jared OConnell

Last Published

August 23rd, 2023

Functions in mhsmm (0.4.21)

print.hsmmspec

Print function for hsmmspec
simulate.hmmspec

Simulation of hidden Markov models
sim.mc

Markov chain simulation
rpois.hsmm

Random number generation from a Poisson distributed emission distribution
print.hmmspec

Print function for hmmspec
simulate.hsmmspec

Simulation for HSMMs
summary.hsmm

Summary function for hsmm
reproai

Artificial insemination times for seven cows
reprocows

Reproductive data from seven dairy cows
rmvnorm.hsmm

Random number generation from a multivariate normal distributed emission distribution
summary.hmm

Summary method for hmm objects
smooth.discrete

Smoothing a discrete time series.
rnorm.hsmm

Random number generation from a normally distributed emission distribution
reproppa

Observed lengths of post-partum anoestrus for 73 dairy cows
dpois.hsmm

Emission density function for Poisson emission distribution
hmmfit

fit a hidden Markov model
gammafit

Parameter estimation for the Gamma distribution
dmvnorm.hsmm

Emission ensity function for a multivariate normal emission distribution
mstep.mvnorm

Performs re-estimation (the M-step) for a multivariate normal emission distribution
hmmspec

Specificatin of HMMs
dnorm.hsmm

Emission density function for normal emission distribution
hsmmspec

Hidden semi-Markov model specification
hsmmfit

fit a hidden semi-Markov model
addStates

Adds a bar representing state sequence.
mstep.pois

Performs re-estimation (the M-step) for a Poisson emission distribution
plot.hsmm

Plot function for hsmms
predict.hmmspec

Prediction function for hmmspec
print.hmm

Print method for hmm objects
predict.hsmm

Prediction for hsmms
predict.hmm

Prediction function for hmm
mstep.norm

Performs re-estimation (the M-step) for a normal emission distribution
predict.hsmmspec

Prediction for hsmmspec
plot.hsmm.data

Plot function for hsmm data