depmixS4 fits hidden Markov models on multi-var time series, subject to constraints on the parameters. It reimplements functionality from depmix (only minimally maintained). Response distributions are from glm and others; transitions are time-dependent.

• Development Status: 4 - Beta
• Intended Audience: Developers, End Users/Desktop
• License: GNU General Public License (GPL)
• Natural Language: English
• Operating System: OS Independent
• Programming Language: R
• Topic: Model-based Clustering, Latent Variable Approaches, Time Series

To install packages directly within R type install.packages("packagename",repos="http://R-Forge.R-project.org")