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DepmixS4

2 messages · deepakw, Ingmar Visser

#
Hi I am trying to use depmixS4 package. Based on the documentation, it seems
that depmix allows one to fit an HMM model based on a training data with
time-varying co-variates. However, I did not find any routines which can
help test the accuracy on the fitted HMM model on out-of-sample data.
Can someone confirm if that is indeed the case?
Also are there any alternate packages for the same? 
Thanks
-Deepak

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