SCM

depmixS4 - hidden Markov model classes: Project Home – R-Forge

Project description

Note: we have moved development over to GitHub at https://github.com/depmix/depmixS4

depmixS4 fits hidden Markov models on multi-var time series, subject to constraints on the parameters. Responses are from glm and some additional distributions; transitions can be time-dependent.

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