This package is designed to estimate the hidden states parameters of a HMM-Model as well as the transition probabilities given the underlying likelihoods of each state. For estimation either a Direct Maximisation or an Expectation-Maximisation Algorithm can be chosen. For more detailed explanation of both methods we highly recommend the source Hidden Markov Models for Times Series by Walter Zucchini, Iain MacDonald & Roland Langrock. Moreover for further information how to use this package correctly look at examples.
Written by Malte Lehna and Patrick Neff