Hidden Markov Models Simulations and Estimations

Documentation for package ‘RHmm’ version 2.1.9

asymptoticCov	Asymptotic covariance matrix of the HMM parameters
asymptoticIterSimCovMat	Compute the asymptotic covariance matrix of a fitted HMM by simulation
computeScoreAndInformation	Score and Information matrix of the HMM parameters
data_mixture	Simulated univariate mixture of 3 gausssian distributions
distributionClass	Set the parameters for the distributions of observations
distributionSet	Set the parameters for the distributions of observations
forwardBackward	forward-backward function
forwardbackward	forward-backward function
HMMClass	Set the parameters for the hidden Markov models
HMMFit	Fit an Hidden Markov Model
HMMFitClass	Fit an Hidden Markov Model
HMMGraphicDiag	Graphic diagnostic of the HMM estimation
HMMPlotSerie	Plot univariates series in each estimated states
HMMSet	Set the parameters for the hidden Markov models
HMMSim	Simulation of an Hidden Markov Model
n1d_3s	A 3 states HMM with univariate gaussian distribution data set
n3d_2s	A 2 states HMM with 3D gaussian distribution data set
obs_n1d_3s	A 3 states HMM with univariate gaussian distribution data set
obs_n3d_2s	A 2 states HMM with 3D gaussian distribution data set
print.summary.HMMFitClass	Fit an Hidden Markov Model
setAsymptoticCovMat	Set the asymptotic covariance matrix of a fitted HMM
summary.HMMFitClass	Fit an Hidden Markov Model
viterbi	Viterbi algorithm
weather	Simulated discrete HMM