swMATH ID: 419
Software Authors: Jan Bulla, Ingo Bulla, Oleg Nenadic
Description: R package hsmm: Hidden Semi Markov Models: This package allows for the simulation and maximum likelihood estimation of hidden semi-Markov models. The implemented Expectation Maximization algorithm assumes that the time spent in the last visited state is subject to right-censoring. It is therefore not subject to the common limitation that the last visited state terminates at the last observation. Additionally, hsmm permits the user to make inferences about the underlying state sequence via the Viterbi algorithm and smoothing probabilities.
Homepage: http://cran.r-project.org/web/packages/hsmm/index.html
Source Code:  https://github.com/cran/hsmm
Operating Systems: Linux, Solaris, Windows, MacOS X
Dependencies: R (≥ 2.0.0)
Keywords: hidden semi-Markov models; statistical computing; EM algorithm
Related Software: R; mhsmm; HiddenMarkov; msm; depmixS4; CRAN; PHSMM; hmm.discnp; seqHMM; Latent GOLD; Matlab; hmm; HMM; LMest; JAGS; WBDiff; WinBUGS; mstate; qrcm; GAMLSS
Cited in: 15 Publications

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