Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

Are there any well-designed R packages or other open-source software for training Hidden Markov chains?

share|improve this question
up vote 3 down vote accepted

There are several. For example, (with R) you could use the 'HiddenMarkov' package to train and find parameters for HMM models using common algorithms (e.g. Baum-Welch).

There was also a related thread on stack overflow, which was apparently closed:

share|improve this answer
I would say that without context this question is likely to be voted to close as well. – chl Oct 25 '12 at 21:52
I am interested in applying HMM for credit card-related fraud detection. Thanks. – user785099 Oct 26 '12 at 2:24
I found two R-based packages: "HiddenMarkov" and "HMM". Are there any differences between them? – user785099 Oct 26 '12 at 2:46
@user785099 Try both :) – Stéphane Laurent Oct 26 '12 at 13:30

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.