mhsmm: Inference for Hidden Markov and Semi-Markov Models
Jared O'Connell <[email protected]>, Søren Højsgaard <[email protected]> · 2009
Parameter estimation and prediction for hidden Markov and semi-Markov models for data with multiple observation sequences. Suitable for equidistant time series data, with multivariate and/or missing data. Allows user defined emission distributions.