|
|
Simulations and estimations of discrete, univariate or multivariate gaussian, mixture of univariate or multivariate gaussian hidden Markov models.
RHmm package contains functions for the simulation and the estimation of Hidden Markov Models (HMM) with discrete, univariate and multivariate gaussian, univariate and multivariate mixture of gaussian conditional distributions.
The main functions are:
- distributionSet and HMMSet to describe the model.
- HMMSim for the simulation.
- HMMFit for the estimation.
- viterbi for computing the Viterbi's path
- some other graphic functions.
The project summary page you can find here.