hsmm - An R package for analyzing hidden semi-Markov models

@article{Bulla2010hsmmA,
  title={hsmm - An R package for analyzing hidden semi-Markov models},
  author={Jan Bulla and Ingo Bulla and Oleg Nenadic},
  journal={Computational Statistics & Data Analysis},
  year={2010},
  volume={54},
  pages={611-619}
}
Hidden semi-Markov models are a generalization of the well-known hidden Markov model. They allow for a greater flexibility of sojourn time distributions, which implicitly follow a geometric distribution in the case of a hidden Markov chain. The aim of this paper is to describe hsmm, a new software package for the statistical computing environment R. This package allows for the simulation and maximum likelihood estimation of hidden semi-Markov models. The implemented Expectation Maximization… CONTINUE READING
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