em.hmm                  EM algorithm to compute maximum likelihood
                        estimate of Gaussian hidden Markov models with
                        / without autoregressive structures and with /
                        without regularization on the covariance
                        matrices and/or autoregressive structures.
em.semi                 EM algorithm to compute maximum likelihood
                        estimate of Gaussian hidden semi-Markov models
                        with / without autoregressive structures and
                        with / without regularization on the covariance
                        matrices and/or autoregressive structures.
finance                 NYSE stock closing price data
hmm.predict             1-step forward prediction for (autoregressive)
                        Gaussian hidden Markov model
hmm.sim                 Simulate a Gaussian hidden Markov series with /
                        without autoregressive structures
hsmm.predict            1-step forward prediction for (autoregressive)
                        Gaussian hidden semi-Markov model
hsmm.sim                Simulate a Gaussian hidden semi-Markov series
                        with / without autoregressive structures
mvdnorm                 multivariate normal density
mvrnorm                 multivariate normal random number generator
package-rarhsmm         Regularized Autoregressive Hidden Semi Markov
                        Models
rmultinomial            multinomial random variable generator
smooth.hmm              Calculate the probability of being in a
                        particular state for each observation.
smooth.semi             Calculate the probability of being in a
                        particular state for each observation.
viterbi.hmm             Viterbi algorithm to decode the latent states
                        for Gaussian hidden Markov model with / without
                        autoregressive structures
viterbi.semi            Viterbi algorithm to decode the latent states
                        for Gaussian hidden semi-Markov model with /
                        without autoregressive structures
