thmm() fits topological hidden Markov models with Brownian motion with
drift (including fractional Brownian motion), Ornstein-Uhlenbeck and
non-parametric emission models; Baum-Welch and Viterbi are implemented in C.rthmm(), rbm(), rou(), rbridge() and rmarkov() simulate data.predict(), plot(), simulate(), logLik() and coef() methods for
fitted models, and ari() for comparing state sequences.