Dear R buddies, Recently, I attempt to model the US/RMB Exchange rate log-return time series with a *Hidden Markov model (first order Markov Chain & mixed Normal distributions). *
I have applied the RHmm package to accomplish this task, but the results are not so satisfying. So, I would like to try a *Bayesian method *for the parameter estimation of the Hidden Markov model. Could anyone kindly tell me which R package can perform Bayesian estimation of the model? Many thanks for your help and time. Best Regards, James Allan -- View this message in context: http://r.789695.n4.nabble.com/Bayesian-Hidden-Markov-Models-tp4423946p4423946.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
