[R] Multivariate discrete HMMs

[Claus O'Rourke]

Hi r-help,

I have been using your RHmm package for some time and have recently
had to try using the package for a new dataset.

Basically I have a dataset with a number of discrete observation
variables that change over time, and I would love to try modeling them
using a HMM.

Basically I was wondering if RHmm can be used to model a multivariate
discrete HMM, i.e., the observations are a vector of discrete
measurements? From what I see in the documentation and from playing
around with examples, it seems like this may not be possible. My
understand of the mathematics behind multivariate HMMs is limited, so
I would appreciate any advance you might be able to give.

Thanks for any help anyone can give