Overview            package:HiddenMarkov            R Documentation

_O_v_e_r_v_i_e_w _o_f _P_a_c_k_a_g_e

_D_e_s_c_r_i_p_t_i_o_n:

     In this topic we give an overview of the package.

_C_l_a_s_s_e_s _o_f _H_i_d_d_e_n _M_a_r_k_o_v _M_o_d_e_l_s _A_n_a_l_y_s_e_d:

     The classes of models currently fitted by the package are listed
     below. Each are defined within an object that contains the data,
     current parameter values, and other model characteristics.

     _D_i_s_c_r_e_t_e _T_i_m_e _H_i_d_d_e_n _M_a_r_k_o_v _M_o_d_e_l: is described under the topic
          'dthmm'. This model can be simulated or fitted to data by
          defining the required model structure within an object of
          class '"dthmm"'.

     _M_a_r_k_o_v _M_o_d_u_l_a_t_e_d _G_e_n_e_r_a_l_i_s_e_d _L_i_n_e_a_r _M_o_d_e_l: is described under the
          topic 'mmglm'. This model can be simulated or fitted to data
          by defining the required model structure within an object of
          class '"mmglm"'.

     _M_a_r_k_o_v _M_o_d_u_l_a_t_e_d _P_o_i_s_s_o_n _P_r_o_c_e_s_s: is described under the topic
          'mmpp'. This model can be simulated or fitted to data by
          defining the required model structure within an object of
          class '"mmpp"'.

_M_a_i_n _T_a_s_k_s _P_e_r_f_o_r_m_e_d _b_y _t_h_e _P_a_c_k_a_g_e:

     The main tasks performed by the package are listed below. These
     can be achieved by calling the appropriate generic function.

     _S_i_m_u_l_a_t_i_o_n _o_f _H_M_M_s: can be performed by the function 'simulate'.

     _P_a_r_a_m_e_t_e_r _E_s_t_i_m_a_t_i_o_n: can be performed by the function
          'BaumWelch'.

     _M_o_d_e_l _R_e_s_i_d_u_a_l_s: can be extracted with the function 'residuals'.

     _M_o_d_e_l _S_u_m_m_a_r_y: can be extracted with the function 'summary'.

     _L_o_g-_L_i_k_e_l_i_h_o_o_d: can be calculated with the function 'logLik'.

     _P_r_e_d_i_c_t_i_o_n _o_f _t_h_e _M_a_r_k_o_v _S_t_a_t_e_s: can be performed by the function
          'Viterbi'.

     All other functions in the package are called from within the
     above generic functions, and only need to be used if their output
     is specifically required.

_A_c_k_n_o_w_l_e_d_g_e_m_e_n_t:

     Many of the functions contained in the package are based on those
     of Walter Zucchini (2005).

_R_e_f_e_r_e_n_c_e_s:

     Zucchini, W. (2005). _Hidden Markov Models Short Course, 3-4 April
     2005._ Macquarie University, Sydney.

