Hidden Markov Models

---

Documentation for package ‘HiddenMarkov’ version 1.8-13

• 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