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...nitHMM(states, symbols, startProb, transProb , emissionProb) # SIMULATE 1000 OBSERVATIONS OF THE KNOWN MODEL observation = simHMM(hmmTrue, 1000) obs = observation$observation #ESTIMATE A MODEL USING THE OBSERVATIONS GENERATED FROM THE KNOWN MODEL hmmInit = initHMM(states, symbols, c(1/3,1/3,1/3)) hmmFit = baumWelch(hmmInit, obs) #The parameters of hmmTrue and hmmFit are not at all alike, why is this? Kind Regards, Richard [[alternative HTML version deleted]]

...e TTR library(TTR) n <- 200 data <- getYahooData("GOOG", strftime(as.POSIXlt(Sys.time() - n*24*3600),format="%Y%m%d")) keep <- c("Open","High","Low","Close") data2 <- data[,keep] #Now fit the Hidden Markov Model library(RHmm); HMMFit(data2, nStates=4, nMixt=3,dis="MIXTURE") The HMMFit function returns usually an error (every once in a while it actually works, but if I run the command again it'll give the error) Rgui.exe-Application Error The instruction at "0x00530057" referenced memory at "0x00530...

Hi, I need to draw hmm's in R.I also need to include a small plot near each state of the hmm.How can I do this? -- Rajesh.J [[alternative HTML version deleted]]