Hidden Markov Models and Shifted Compound Poisson-Gamma Renewal Process

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Documentation for package ‘HMMscpg’ version 1.0.0

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HMMscpg-package HMMscpg: Hidden Markov Models with Shifted Compound Poisson-Gamma Renewal Processes
dscpg Density of the SCPG and TSCPG distributions
fit.hmm.scpg Fitting an m-state HMM with gamma, SCPG or TSCPG renewal processes
fit.hsmm.scpg Fitting of an m-state HSMM with gamma or SCPG or TSCPG renewal processes
fit.ihmm.scpg Fitting of an m-state IHMM with gamma or SCPG or TSCPG renewal processes
fit.ihsmm.scpg Fitting of an m-state IHSMM with gamma or SCPG or TSCPG renewal processes
fit.scpg Fitting the SCPG and TSCPG distributions
hmm.scpg An m-state HMM with gamma, SCPG or TSCPG renewal processes
HMMscpg HMMscpg: Hidden Markov Models with Shifted Compound Poisson-Gamma Renewal Processes
hsmm.scpg An m-state HSMM with gamma or SCPG or TSCPG renewal processes
ihmm.scpg An m-state IHMM with gamma or SCPG or TSCPG renewal processes
ihsmm.scpg An m-state IHSMM with gamma or SCPG, or TSCPG renewal processes
pscpg Distribution function of the SCPG and TSCPG distributions
qscpg Quantile function of the SCPG and TSCPG distributions
rscpg Random number generation from an SCPG or a TSCPG distribution
sim.hmm.scpg Simulation from an m-state HMM with gamma, SCPG or TSCPG renewal processes
sim.hsmm.scpg Simulation from an m-state HSMM with gamma or SCPG or TSCPG renewal processes
sim.ihmm.scpg Simulation from an m-state IHMM with gamma, SCPG and TSCPG renewal processes
sim.ihsmm.scpg Simulation from an m-state IHSMM with gamma, SCPG and TSCPG renewal processes
sp.hmm.scpg Smoothed probabilities and residuals for an m-state HMM with gamma, SCPG or TSCPG renewal processes
sp.hsmm.scpg Smoothed probabilities for an m-state HSMM with gamma or SCPG or TSCPG renewal processes
sp.ihmm.scpg Smoothed probabilities for an m-state IHMM with gamma or SCPG or TSCPG renewal processes
sp.ihsmm.scpg Smoothed probabilities for an m-state IHSMM with a gamma or an SCPG or a TSCPG renewal process
vip.hmm.scpg Viterbi path for an m-state HMM with gamma or SCPG or TSCPG renewal processes
vip.hsmm.scpg Viterbi path for an m-state HSMM with gamma or SCPG or TSCPG renewal processes
vip.ihmm.scpg Viterbi path for an m-state IHMM with gamma or SCPG or TSCPG renewal processes
vip.ihsmm.scpg Viterbi path for an m-state IHSMM with gamma or SCPG or TSCPG renewal processes
WBsum Wright's generalized Bessel function of the SCPG density