Authors: | Jared O'Connell, Søren Højsgaard | ||||
Title: | Hidden Semi Markov Models for Multiple Observation Sequences: The mhsmm Package for R | ||||
Abstract: | This paper describes the R package mhsmm which implements estimation and prediction methods for hidden Markov and semi-Markov models for multiple observation sequences. Such techniques are of interest when observed data is thought to be dependent on some unobserved (or hidden) state. Hidden Markov models only allow a geometrically distributed sojourn time in a given state, while hidden semi-Markov models extend this by allowing an arbitrary sojourn distribution. We demonstrate the software with simulation examples and an application involving the modelling of the ovarian cycle of dairy cows. | ||||
Page views:: 9847. Submitted: 2009-03-02. Published: 2011-03-09. |
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Paper: |
Hidden Semi Markov Models for Multiple Observation Sequences: The mhsmm Package for R
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DOI: |
10.18637/jss.v039.i04
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![]() This work is licensed under the licenses Paper: Creative Commons Attribution 3.0 Unported License Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license. |