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 |