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


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:

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

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