Dear R community,
I am looking for an R package or other software to study hidden
Markov models. I need to be able to incorporate multivariate
emissions and covariates for the transition probabilities. The msm
package seems almost perfect for my purpose, but I do not think it
allows
Emilio,
The depmix package on cran has multivariate distributions and the
possibility of (linear) covariates on the parameters.
If you have questions about its use feel free to contact me,
best, ingmar visser
On 9/26/05 6:29 PM, Dr. Emilio A. Laca [EMAIL PROTECTED] wrote:
Dear R community,
Hi, friends!
Has R estimation (library, for example) to do estimation in HMM?
Thanks in advance,
Cezar Freitas
Estatistico - Comissao Permanente para os Vestibulares / UNICAMP
Probabilidade e Estatistica Aplicadas - IME / USP | IMECC / UNICAMP
Campinas |
Hi Cezar,
Download and install the repeated package by Jim Lindsey and type ?hidden
bye, ingmar
Hi, friends!
Has R estimation (library, for example) to do estimation in HMM?
Thanks in advance,
Cezar Freitas
Estatistico - Comissao Permanente para
