Are there any well-designed R packages or other open-source software for training Hidden Markov chains?
Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. It's 100% free, no registration required.
Here's how it works:
- Anybody can ask a question
- Anybody can answer
- The best answers are voted up and rise to the top
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: