Hidden semi markov models for multiple observation sequences: the mhsmm package for R

This paper describes the r package mhsmm which implements estimation and prediction methods for hidden markov and semi-markov models for multiple observation sequences. such techniques are of interest when observed data is thought to be dependent on some unobserved (or hidden) state. hidden markov models only allow a geometrically distributed sojourn time in a given state,while hidden semi-markov models extend this by allowing an arbitrary sojourn distribution. we demonstrate the software with simulation examples and an application involving the modelling of the ovarian cycle of dairy cows.