[R] Hidden Markov estimation

Jim Lindsey james.lindsey at luc.ac.be
Fri Jul 18 15:18:30 CEST 2003


> 
> Dear all,
> is there a package in R that can be used to estimate the parameters in a
> Hidden markov Model?

You might try my functions hidden (discrete time), chidden (continuous
time), and cphidden (find a change-point) functions in my repeated
library at www.luc.ac.be/~jlindsey/rcode.html
  Jim

> 
> Thanks
> 
> Janine 
> 
> ------------------------------------------
> Janine Illian
> lecturer in statistics
> SIMBIOS
> School of Computing and Advanced Technologies
> University of Abertay Dundee
> Bell Street
> Dundee, DD1 1HG 
> Scotland, UK
> Tel: +44-(0)1382-308488
> Fax: +44-(0)1382-308537
> 
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>




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