We are trying to build a human respiration model. Preliminary analysis of some breathing signals has shown that humans breathe through switching among a finite number of patterns. Hidden Markov seems to be the right approach. Since most of our code is written in R scripting language, finding an R package implementing an HMM that we can use for our prototype would be very helpful. I have been suggested both *msm* and *depmixS4.* I have no previous experience with HMMs and feel at a loss about making a sensible choice. As a novice I am more attracted by msm because of the comprehensive documentation, with worked out examples, that I am printing out. Whereas I could not find anything but the usual R function call description for depmixS4. Moreover, I cannot make a sense of depmixS4 documentation mentioning time series of length 1 ... Does it mean depmixS4 models time series made up of one single observation ? Sorry for my trivial question.
In my case I have to model a variable which is an autocorrelated continuous function of time. The transition probabilities may as well depend on time. Therefore I believe we need an AutoRegressive Continuous Density HMM, possibly also non-stationary. Any suggestion from HMM experts is welcome. Best regards, -- Maura E.M [[alternative HTML version deleted]] ______________________________________________ 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.