Determine the Number of States in Hidden Markov Models via Marginal Likelihood

Provide functions to make estimate the number of states for a hidden Markov model (HMM) using marginal likelihood method proposed by the authors. See the Manual.pdf file a detail description of all functions, and a detail tutorial.


Reference manual

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0.1.6 by Chu-Lan Michael Kao, 6 months ago

Browse source code at

Authors: Yang Chen , Cheng-Der Fuh , Chu-Lan Kao , and S. C. Kou.

Documentation:   PDF Manual  

GPL (>= 2) license

Imports HiddenMarkov, mclust, mvtnorm, stats, MCMCpack, Rcpp

Linking to Rcpp

System requirements: C++11

See at CRAN