Re: [R] Multivariate discrete HMMs

2013-09-03 Thread Rolf Turner
I am not familiar with the RHmm package, but in theory there should be no problem with discrete multivariate observations. However, in general in order to fit an HMM you need to specify a family of ***distributions*** for your observations (one distribution for each of the hidden states). Usuall

[R] Multivariate discrete HMMs

2013-09-02 Thread Claus O'Rourke
Hi r-help, I have been using your RHmm package for some time and have recently had to try using the package for a new dataset. Basically I have a dataset with a number of discrete observation variables that change over time, and I would love to try modeling them using a HMM. Basically I was wond