Package: HiddenMarkov 1.8-13

David Harte

HiddenMarkov: Hidden Markov Models

Contains functions for the analysis of Discrete Time Hidden Markov Models, Markov Modulated GLMs and the Markov Modulated Poisson Process. It includes functions for simulation, parameter estimation, and the Viterbi algorithm. See the topic "HiddenMarkov" for an introduction to the package, and "Change Log" for a list of recent changes. The algorithms are based of those of Walter Zucchini.

Authors:David Harte

HiddenMarkov_1.8-13.tar.gz
HiddenMarkov_1.8-13.tar.gz(r-4.5-noble)HiddenMarkov_1.8-13.tar.gz(r-4.4-noble)
HiddenMarkov_1.8-13.tgz(r-4.4-emscripten)HiddenMarkov_1.8-13.tgz(r-4.3-emscripten)
HiddenMarkov.pdf |HiddenMarkov.html
HiddenMarkov/json (API)
NEWS

# Install 'HiddenMarkov' in R:
install.packages('HiddenMarkov', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

fortran

3.36 score 3 packages 53 scripts 1.2k downloads 4 mentions 50 exports 0 dependencies

Last updated 4 years agofrom:661bbcebe1. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 17 2024
R-4.5-linux-x86_64NOTEDec 17 2024

Exports:backwardbackward0.mmppBaum.WelchBaum.Welch.mmppBaum.Welch0.mmppBaumWelchbwcontrolcompdeltadmmglmdthmmEstepEstep.mmglm1Estep.mmppEstep0.mmppforwardforward0.mmppforwardbackforwardback.dthmmforwardback.mmpplogLikmmppmchainmmglmmmglm0mmglm1mmglmlong1mmppMstep.betaMstep.binomMstep.expMstep.gammaMstep.glmMstep.lnormMstep.logisMstep.mmglm1Mstep.normMstep.poisneglogLikPi2vectorpmmglmprobhmmQ2vectorresidualshmmsim.hmmsim.hmm1sim.markovsim.mmppvector2Pivector2QViterbiViterbihmm

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Overview of Package HiddenMarkovHiddenMarkov-package HiddenMarkov
Estimation Using Baum-Welch AlgorithmBaumWelch BaumWelch.dthmm BaumWelch.mmglm0 BaumWelch.mmglm1 BaumWelch.mmglmlong1 BaumWelch.mmpp
Control Parameters for Baum Welch Algorithmbwcontrol
Changes Made to Package HiddenMarkovChanges
Marginal Distribution of Stationary Markov Chaincompdelta
Demonstration ExamplesDemonstration
Discrete Time HMM Object (DTHMM)dthmm
E-Step of EM Algorithm for DTHMMEstep
Forward and Backward Probabilities of DTHMMbackward forward forwardback forwardback.dthmm
Log Likelihood of Hidden Markov ModellogLik logLik.dthmm logLik.mmglm0 logLik.mmglm1 logLik.mmglmlong1 logLik.mmpp
Markov Chain Objectmchain
Markov Modulated GLM Objectmmglm0 mmglm1 mmglmlong1
Markov Modulated Generalised Linear Model - 2nd Level FunctionsEstep.mmglm1 mmglm-2nd-level-functions Mstep.mmglm1
Markov Modulated Poisson Process Objectmmpp
Markov Modulated Poisson Process - 2nd Level FunctionsEstep.mmpp forwardback.mmpp mmpp-2nd-level-functions
M-Step of EM Algorithm for DTHMMMstep Mstep.beta Mstep.binom Mstep.exp Mstep.gamma Mstep.glm Mstep.lnorm Mstep.logis Mstep.norm Mstep.pois
Negative Log-LikelihoodneglogLik
Conditional Distribution Function of DTHMMprobhmm
Residuals of Hidden Markov Modelresiduals residuals.dthmm residuals.mmglm0 residuals.mmglm1 residuals.mmglmlong1
Simulate Hidden Markov Processsimulate simulate.dthmm simulate.mchain simulate.mmglm0 simulate.mmglm1 simulate.mmglmlong1 simulate.mmpp
Summary of Hidden Markov Modelsummary summary.dthmm summary.mmglm0 summary.mmglm1 summary.mmglmlong1 summary.mmpp
Transform Transition or Rate Matrices to VectorPi2vector Q2vector Transform-Parameters vector2Pi vector2Q
Viterbi Algorithm for Hidden Markov ModelViterbi Viterbi.dthmm Viterbi.mmglm0 Viterbi.mmglm1 Viterbi.mmglmlong1