Hidden Markov Models simulations and estimations

[Package List] [Top]

Documentation for package `RHmm' version 1.0.1

Help Pages

data_mixture Simulated univariate mixture of 3 gausssian distributions
distributionClass Set the parameters for the distributions of observations
distributionSet Set the parameters for the distributions of observations
forwardbackward forward-backward procedure
HMMClass Set the parameters for the hidden Markov models
HMMFit Fit a Hidden Markov Model
HMMFitClass Fit a Hidden Markov Model
HMMGraphicDiag Graphic diagnostic of the HMM estimation
HMMPlotSerie Plot univariates series in each estimated states
HMMSet Set the parameters for the hidden Markov models
HMMSim Simulation of an Hidden Markov Model
print.summary.HMMFitClass Fit a Hidden Markov Model
summary.HMMFitClass Fit a Hidden Markov Model
viterbi Viterbi algorithm
weather Simulated discrete HMM