search for: rhmm

...package 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 &quo...

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 wondering if RHmm can be used to model a mul...

Dear List, We are using RHmm to cluster data through HMM. We would like to restrict the transition matrix of HMM, to get hierarchical connections between clusters. But, RHmm doesn't seem to support these restrictions. Can any one suggest a library to do that. Thanks, Kishor

...ased version of R is 2.10.1 and a package is built for R 2.11.0, users get the embarrassing notice about a disconnect, and cannot do much about it. If it is tedious to roll out a new package on time, perhaps there's a possibility for automation here. Thanks. I encountered this yesterday with RHmm. I'm running R on WinXP. Happy R user! - Jan Galkowski.

Hi, I'm a newbie to the world of HMMs and HMMs in R. I've had a look at the hmm package and the RHmm package but I couldn't see anything straightforward on how a labelled sequential dataset with observed values and underlying states might be used to construct and train a HMM based on that data and no pre-computed values for the transition, emission or initial state distributions. Does anyone h...

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]]

...>>> 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...