| HiddenMarkov-package | Overview of Package HiddenMarkov | 
| backward | Forward and Backward Probabilities of DTHMM | 
| BaumWelch | Estimation Using Baum-Welch Algorithm | 
| BaumWelch.dthmm | Estimation Using Baum-Welch Algorithm | 
| BaumWelch.mmglm0 | Estimation Using Baum-Welch Algorithm | 
| BaumWelch.mmglm1 | Estimation Using Baum-Welch Algorithm | 
| BaumWelch.mmglmlong1 | Estimation Using Baum-Welch Algorithm | 
| BaumWelch.mmpp | Estimation Using Baum-Welch Algorithm | 
| bwcontrol | Control Parameters for Baum Welch Algorithm | 
| Changes | Changes Made to Package HiddenMarkov | 
| compdelta | Marginal Distribution of Stationary Markov Chain | 
| Demonstration | Demonstration Examples | 
| dthmm | Discrete Time HMM Object (DTHMM) | 
| Estep | E-Step of EM Algorithm for DTHMM | 
| Estep.mmglm1 | Markov Modulated Generalised Linear Model - 2nd Level Functions | 
| Estep.mmpp | Markov Modulated Poisson Process - 2nd Level Functions | 
| forward | Forward and Backward Probabilities of DTHMM | 
| forwardback | Forward and Backward Probabilities of DTHMM | 
| forwardback.dthmm | Forward and Backward Probabilities of DTHMM | 
| forwardback.mmpp | Markov Modulated Poisson Process - 2nd Level Functions | 
| HiddenMarkov | Overview of Package HiddenMarkov | 
| logLik | Log Likelihood of Hidden Markov Model | 
| logLik.dthmm | Log Likelihood of Hidden Markov Model | 
| logLik.mmglm0 | Log Likelihood of Hidden Markov Model | 
| logLik.mmglm1 | Log Likelihood of Hidden Markov Model | 
| logLik.mmglmlong1 | Log Likelihood of Hidden Markov Model | 
| logLik.mmpp | Log Likelihood of Hidden Markov Model | 
| mchain | Markov Chain Object | 
| mmglm-2nd-level-functions | Markov Modulated Generalised Linear Model - 2nd Level Functions | 
| mmglm0 | Markov Modulated GLM Object | 
| mmglm1 | Markov Modulated GLM Object | 
| mmglmlong1 | Markov Modulated GLM Object | 
| mmpp | Markov Modulated Poisson Process Object | 
| mmpp-2nd-level-functions | Markov Modulated Poisson Process - 2nd Level Functions | 
| Mstep | M-Step of EM Algorithm for DTHMM | 
| Mstep.beta | M-Step of EM Algorithm for DTHMM | 
| Mstep.binom | M-Step of EM Algorithm for DTHMM | 
| Mstep.exp | M-Step of EM Algorithm for DTHMM | 
| Mstep.gamma | M-Step of EM Algorithm for DTHMM | 
| Mstep.glm | M-Step of EM Algorithm for DTHMM | 
| Mstep.lnorm | M-Step of EM Algorithm for DTHMM | 
| Mstep.logis | M-Step of EM Algorithm for DTHMM | 
| Mstep.mmglm1 | Markov Modulated Generalised Linear Model - 2nd Level Functions | 
| Mstep.norm | M-Step of EM Algorithm for DTHMM | 
| Mstep.pois | M-Step of EM Algorithm for DTHMM | 
| neglogLik | Negative Log-Likelihood | 
| Pi2vector | Transform Transition or Rate Matrices to Vector | 
| probhmm | Conditional Distribution Function of DTHMM | 
| Q2vector | Transform Transition or Rate Matrices to Vector | 
| residuals | Residuals of Hidden Markov Model | 
| residuals.dthmm | Residuals of Hidden Markov Model | 
| residuals.mmglm0 | Residuals of Hidden Markov Model | 
| residuals.mmglm1 | Residuals of Hidden Markov Model | 
| residuals.mmglmlong1 | Residuals of Hidden Markov Model | 
| simulate | Simulate Hidden Markov Process | 
| simulate.dthmm | Simulate Hidden Markov Process | 
| simulate.mchain | Simulate Hidden Markov Process | 
| simulate.mmglm0 | Simulate Hidden Markov Process | 
| simulate.mmglm1 | Simulate Hidden Markov Process | 
| simulate.mmglmlong1 | Simulate Hidden Markov Process | 
| simulate.mmpp | Simulate Hidden Markov Process | 
| summary | Summary of Hidden Markov Model | 
| summary.dthmm | Summary of Hidden Markov Model | 
| summary.mmglm0 | Summary of Hidden Markov Model | 
| summary.mmglm1 | Summary of Hidden Markov Model | 
| summary.mmglmlong1 | Summary of Hidden Markov Model | 
| summary.mmpp | Summary of Hidden Markov Model | 
| Transform-Parameters | Transform Transition or Rate Matrices to Vector | 
| vector2Pi | Transform Transition or Rate Matrices to Vector | 
| vector2Q | Transform Transition or Rate Matrices to Vector | 
| Viterbi | Viterbi Algorithm for Hidden Markov Model | 
| Viterbi.dthmm | Viterbi Algorithm for Hidden Markov Model | 
| Viterbi.mmglm0 | Viterbi Algorithm for Hidden Markov Model | 
| Viterbi.mmglm1 | Viterbi Algorithm for Hidden Markov Model | 
| Viterbi.mmglmlong1 | Viterbi Algorithm for Hidden Markov Model |