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HiddenMarkov  

Hidden Markov Models
View on CRAN: Click here


Download and install HiddenMarkov package within the R console
Install from CRAN:
install.packages("HiddenMarkov")

Install from Github:
library("remotes")
install_github("cran/HiddenMarkov")

Install by package version:
library("remotes")
install_version("HiddenMarkov", "1.8-14")



Attach the package and use:
library("HiddenMarkov")
Maintained by
David Harte
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2007-11-17
Latest Update: 2025-01-28
Description:
Contains functions for the analysis of Discrete Time Hidden Markov Models, Markov Modulated GLMs and the Markov Modulated Poisson Process. It includes functions for simulation, parameter estimation, and the Viterbi algorithm. See the topic "HiddenMarkov" for an introduction to the package, and "Change Log" for a list of recent changes. The algorithms are based of those of Walter Zucchini.
How to cite:
David Harte (2007). HiddenMarkov: Hidden Markov Models. R package version 1.8-14, https://cran.r-project.org/web/packages/HiddenMarkov. Accessed 26 Aug. 2026.
Previous versions and publish date:
1.1-2 (2007-11-17 12:08), 1.2-3 (2007-12-06 08:55), 1.2-4 (2008-02-18 20:17), 1.2-5 (2008-06-23 09:52), 1.2-6 (2008-08-08 14:31), 1.2-7 (2009-01-26 09:52), 1.2-8 (2009-10-11 16:37), 1.3-0 (2010-01-22 14:03), 1.3-1 (2010-02-25 12:10), 1.3-2 (2010-07-30 07:02), 1.4-0 (2010-08-09 16:21), 1.4-1 (2010-09-17 11:52), 1.4-2 (2010-10-01 10:22), 1.4-3 (2010-12-19 10:08), 1.4-4 (2011-05-02 12:06), 1.5-0 (2011-11-09 09:02), 1.7-0 (2012-04-14 07:46), 1.8-0 (2014-08-13 10:30), 1.8-1 (2014-09-25 08:08), 1.8-3 (2015-04-13 02:28), 1.8-4 (2015-07-06 06:31), 1.8-7 (2016-08-30 07:48), 1.8-8 (2017-06-17 10:46), 1.8-11 (2017-11-01 17:45), 1.8-13 (2021-04-27 15:30), (2026-07-09 08:06)
Other packages that cited HiddenMarkov R package
View HiddenMarkov citation profile
Other R packages that HiddenMarkov depends, imports, suggests or enhances
Complete documentation for HiddenMarkov
Functions, R codes and Examples using the HiddenMarkov R package
Some associated functions: BaumWelch . Changes . Demonstration . Estep . HiddenMarkov-defunct . HiddenMarkov-dthmm-deprecated . HiddenMarkov-internal . HiddenMarkov-mmpp-deprecated . HiddenMarkov . Mstep . Transform-Parameters . Viterbi . bwcontrol . compdelta . dthmm . forwardback . logLik . mchain . mmglm-2nd-level-functions . mmglm . mmpp-2nd-level-functions . mmpp . neglogLik . probhmm . residuals . simulate . summary . 
Some associated R codes: BaumWelch.R . BaumWelch.dthmm.R . BaumWelch.mmglm0.R . BaumWelch.mmglm1.R . BaumWelch.mmglmlong1.R . BaumWelch.mmpp.R . Estep.R . Estep.mmglm1.R . Estep.mmpp.R . Estep0.mmpp.R . Mstep.beta.R . Mstep.binom.R . Mstep.exp.R . Mstep.gamma.R . Mstep.glm.R . Mstep.lnorm.R . Mstep.logis.R . Mstep.mmglm1.R . Mstep.norm.R . Mstep.pois.R . Pi2vector.R . Q2vector.R . Viterbi.R . Viterbi.dthmm.R . Viterbi.mmglm0.R . Viterbi.mmglm1.R . Viterbi.mmglmlong1.R . Viterbi.mmpp.R . as.dthmm.R . as.mmglm0.R . backward.R . bwcontrol.R . compdelta.R . defunct.R . deprecated.R . dglm.R . dmmglm.R . dthmm.R . forward.R . forwardback.R . forwardback.dthmm.R . forwardback.mmpp.R . getj.R . logLik.dthmm.R . logLik.mmglm0.R . logLik.mmglm1.R . logLik.mmglmlong1.R . logLik.mmpp.R . makedensity.R . makedensity1.R . makedistn.R . mchain.R . mmglm.R . mmglm0.R . mmglm1.R . mmglmlong1.R . mmpp.R . neglogLik.R . pglm.R . pmmglm.R . probhmm.R . residuals.dthmm.R . residuals.mmglm0.R . residuals.mmglm1.R . residuals.mmglmlong1.R . residuals.mmpp.R . simulate.dthmm.R . simulate.mchain.R . simulate.mmglm0.R . simulate.mmglm1.R . simulate.mmglmlong1.R . simulate.mmpp.R . summary.dthmm.R . summary.mmglm0.R . summary.mmglm1.R . summary.mmglmlong1.R . summary.mmpp.R . vector2Pi.R . vector2Q.R .  Full HiddenMarkov package functions and examples
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