Hidden Markov Models simulations and estimations

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Documentation for package ‘RHmm’ version 1.3.1

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asymptoticCovMat Asymptotic covariance matrix of the HMM parameters
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
forwardbackward forward-backward procedure
HMMClass Set the parameters for the hidden Markov models
HMMFit Fit an Hidden Markov Model
HMMFitClass Fit an 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
n1d_3s A 3 states HMM with univariate gaussian distribution data set
n3d_2s A 2 states HMM with 3D gaussian distribution data set
obs_n1d_3s A 3 states HMM with univariate gaussian distribution data set
obs_n3d_2s A 2 states HMM with 3D gaussian distribution data set
print.summary.HMMFitClass Fit an Hidden Markov Model
summary.HMMFitClass Fit an Hidden Markov Model
viterbi Viterbi algorithm
weather Simulated discrete HMM