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

Documentation for package ‘NHMM’ version 3.11

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)