[R] HMM in R

[Jim Lindsey]

> 
> 
> Hi,
> 
> does anyone know whether where has ever been some sort of generic
> version of HMM (forward, backward, viterbi ...) implemented in R? I do
> realize that it may very well be easier to write one for specific cases
> but i am inquiring just in case ...

My hidden and chidden function in my repeated library fit HMM by MLE
for a wide variety of distributions (about 30) in respectively
discrete and continuous time.
www.luc.ac.be/~jlindsey/rcode.html
  Jim

> 
> Thanks!
> 
> jane
> 
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