depmix fits hidden Markov models on (multivariate) time series, subject to general linear constraints on the parameters. Response distributions include glm models and the multinomial logit; transitions are time dependent through the use of covariates.

• 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")