Hidden Semi Markov Models for Multiple Observation Sequences: The mhsmm Package for R

Hidden Semi Markov Models for Multiple Observation Sequences: The mhsmm Package for R

This paper describes the R package mhsmm which implements estimation and prediction methods for hidden Markov and semi-Markov models for multiple observation sequences. Such techniques are of interest when observed data is thought to be dependent on some unobserved (or hidden) state. Hidden Markov m...

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Bibliographic Details
Main Authors: Jared O'Connell, Søren Højsgaard
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2011-03-01
Series:Journal of Statistical Software
Subjects:
duration density
EM algorithm
hidden Markov model
R
sojourn time
Viterbi algorithm
Online Access:http://www.jstatsoft.org/v39/i04/paper

Internet

http://www.jstatsoft.org/v39/i04/paper

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