Bayesian Non-Homogeneous Markov and Mixture Models for Multiple Time Series


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Documentation for package ‘NHMM’ version 3.11

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HMM Bayesian Homogeneous Markov Model (NHMM)
NHMM Bayesian Non-homogeneous Markov Model (NHMM)
NHMMdata Simulated Datasets
NHMM_MVN Bayesian Non-homogeneous Markov Model with Multivariate Normal emission distribution (NHMMMVN)
OBIC Calculates BIC, AIC, PLS, log-likelihood
Oemparams Emission Parameters
OQQ Calculates the mean of the transition matrix
OWcoef Coefficients for W (emission inputs)
OXcoef Coefficients for X (transition inputs)
Oz Most probable state (similar to Viterbi)