R: Hidden Markov Models

# Hidden Markov Models

## Documentation for package ‘HiddenMarkov’ version 1.8-14

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Code demos. Use demo() to run them.
- Package NEWS.

## Help Pages

HiddenMarkov-package | Overview of Package HiddenMarkov
backward | Forward and Backward Probabilities of DTHMM
BaumWelch | Estimation Using Baum-Welch Algorithm
BaumWelch.dthmm | Estimation Using Baum-Welch Algorithm
BaumWelch.mmglm0 | Estimation Using Baum-Welch Algorithm
BaumWelch.mmglm1 | Estimation Using Baum-Welch Algorithm
BaumWelch.mmglmlong1 | Estimation Using Baum-Welch Algorithm
BaumWelch.mmpp | Estimation Using Baum-Welch Algorithm
bwcontrol | Control Parameters for Baum Welch Algorithm
Changes | Changes Made to Package HiddenMarkov
compdelta | Marginal Distribution of Stationary Markov Chain
Demonstration | Demonstration Examples
dthmm | Discrete Time HMM Object (DTHMM)
Estep | E-Step of EM Algorithm for DTHMM
Estep.mmglm1 | Markov Modulated Generalised Linear Model - 2nd Level Functions
Estep.mmpp | Markov Modulated Poisson Process - 2nd Level Functions
forward | Forward and Backward Probabilities of DTHMM
forwardback | Forward and Backward Probabilities of DTHMM
forwardback.dthmm | Forward and Backward Probabilities of DTHMM
forwardback.mmpp | Markov Modulated Poisson Process - 2nd Level Functions
HiddenMarkov | Overview of Package HiddenMarkov
logLik | Log Likelihood of Hidden Markov Model
logLik.dthmm | Log Likelihood of Hidden Markov Model
logLik.mmglm0 | Log Likelihood of Hidden Markov Model
logLik.mmglm1 | Log Likelihood of Hidden Markov Model
logLik.mmglmlong1 | Log Likelihood of Hidden Markov Model
logLik.mmpp | Log Likelihood of Hidden Markov Model
mchain | Markov Chain Object
mmglm-2nd-level-functions | Markov Modulated Generalised Linear Model - 2nd Level Functions
mmglm0 | Markov Modulated GLM Object
mmglm1 | Markov Modulated GLM Object
mmglmlong1 | Markov Modulated GLM Object
mmpp | Markov Modulated Poisson Process Object
mmpp-2nd-level-functions | Markov Modulated Poisson Process - 2nd Level Functions
Mstep | M-Step of EM Algorithm for DTHMM
Mstep.beta | M-Step of EM Algorithm for DTHMM
Mstep.binom | M-Step of EM Algorithm for DTHMM
Mstep.exp | M-Step of EM Algorithm for DTHMM
Mstep.gamma | M-Step of EM Algorithm for DTHMM
Mstep.glm | M-Step of EM Algorithm for DTHMM
Mstep.lnorm | M-Step of EM Algorithm for DTHMM
Mstep.logis | M-Step of EM Algorithm for DTHMM
Mstep.mmglm1 | Markov Modulated Generalised Linear Model - 2nd Level Functions
Mstep.norm | M-Step of EM Algorithm for DTHMM
Mstep.pois | M-Step of EM Algorithm for DTHMM
neglogLik | Negative Log-Likelihood
Pi2vector | Transform Transition or Rate Matrices to Vector
probhmm | Conditional Distribution Function of DTHMM
Q2vector | Transform Transition or Rate Matrices to Vector
residuals | Residuals of Hidden Markov Model
residuals.dthmm | Residuals of Hidden Markov Model
residuals.mmglm0 | Residuals of Hidden Markov Model
residuals.mmglm1 | Residuals of Hidden Markov Model
residuals.mmglmlong1 | Residuals of Hidden Markov Model
simulate | Simulate Hidden Markov Process
simulate.dthmm | Simulate Hidden Markov Process
simulate.mchain | Simulate Hidden Markov Process
simulate.mmglm0 | Simulate Hidden Markov Process
simulate.mmglm1 | Simulate Hidden Markov Process
simulate.mmglmlong1 | Simulate Hidden Markov Process
simulate.mmpp | Simulate Hidden Markov Process
summary | Summary of Hidden Markov Model
summary.dthmm | Summary of Hidden Markov Model
summary.mmglm0 | Summary of Hidden Markov Model
summary.mmglm1 | Summary of Hidden Markov Model
summary.mmglmlong1 | Summary of Hidden Markov Model
summary.mmpp | Summary of Hidden Markov Model
Transform-Parameters | Transform Transition or Rate Matrices to Vector
vector2Pi | Transform Transition or Rate Matrices to Vector
vector2Q | Transform Transition or Rate Matrices to Vector
Viterbi | Viterbi Algorithm for Hidden Markov Model
Viterbi.dthmm | Viterbi Algorithm for Hidden Markov Model
Viterbi.mmglm0 | Viterbi Algorithm for Hidden Markov Model
Viterbi.mmglm1 | Viterbi Algorithm for Hidden Markov Model
Viterbi.mmglmlong1 | Viterbi Algorithm for Hidden Markov Model