mhsmm: Parameter estimation and prediction for hidden Markov and semi-Markov models for data with multiple observation sequences

Parameter estimation and prediction for hidden Markov and semi-Markov models for data with multiple observation sequences. Suitable for equidistant time series data, with multivariate and/or missing data.

Author: Jared O’Connell, Søren Højsgaard

CRAN page:

http://cran.r-project.org/web/packages/mhsmm/index.html

Journal of Statistical Software Publication:

http://www.jstatsoft.org/v39/i04/paper