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