# 隱馬可夫模型

1. 針對已知的模型，計算某一特定輸出序列的概率：可使用 Forward Algorithm 或 Backward Algorithm 解決.
2. 針對已知的模型，尋找最可能的能產生某一特定輸出序列的隱含狀態的序列：可以使用 Viterbi Algorithm 解決.
3. 針對某輸出序列，尋找最可能的狀態轉移以及輸出概率：通常使用最大可能性法則 (Maximum Likelihood) 的演算法，像是 Baum-Welch algorithm (又稱為 Forward-backward Algorithm) 解決，此種演算法是 EM 演算法的一種特例。

# 參考文獻

1. 維基百科編者. 隱馬爾可夫模型[G/OL]. 維基百科，自由的百科全書, http://zh.wikipedia.org/w/index.php?title=%E9%9A%90%E9%A9%AC%E5%B0%94%E5%8F%AF%E5%A4%AB%E6%A8%A1%E5%9E%8B&oldid=11012460, 2009年08月28日15:47 [2009年12月21日06:42].
2. Hidden Markov model. (2009, December 20). In Wikipedia, The Free Encyclopedia. Retrieved 06:43, December 21, 2009, from http://en.wikipedia.org/w/index.php?title=Hidden_Markov_model&oldid=332893255
3. http://www.shokhirev.com/nikolai/abc/alg/hmm/hmm.html

# R 軟體的資源

1. HMM:HMM - Hidden Markov Models
2. hmm.discnp:Hidden Markov models with discrete non-parametric observation distributions
3. RHmm:Hidden Markov Models simulations and estimations
4. tileHMM:Hidden Markov Models for ChIP-on-Chip Analysis
5. BMN:The pseudo-likelihood method for pairwise binary markov networks
6. depmixS4 Dependent Mixture Models - Hidden Markov Models of GLMs and Other Distributions in S4
7. pomp:Statistical inference for partially observed Markov processes
8. HiddenMarkov:Hidden Markov Models
9. hsmm:Hidden Semi Markov Models
10. MSBVAR:Markov-Switching, Bayesian, Vector Autoregression Models
11. mhsmm:Parameter estimation and prediction for hidden Markov and semi-Markov models for data with multiple observation sequences
12. msm:Multi-state Markov and hidden Markov models in continuous time
13. pomp:Statistical inference for partially observed Markov processes
14. queueing:Basic Markovian queueing models
15. RHmm:Hidden Markov Models simulations and estimations
16. RMC:Functions for fitting Markov models
17. rEMM:Extensible Markov Model (EMM) for Data Stream Clustering in R
18. rqmcmb2 Markov Chain Marginal Bootstrap for Quantile Regression
19. SIN A:SINful Approach to Selection of Gaussian Graphical Markov Models
20. VLMC:VLMC – Variable Length Markov Chains

1. mcmc:Markov Chain Monte Carlo
2. mcmcplots:Create Plots from MCMC Output
3. BayHap:Bayesian analysis of haplotype association using Markov Chain Monte Carlo
4. MCMCglmm:MCMC Generalised Linear Mixed Models
5. MCMChybridGP:Hybrid Markov chain Monte Carlo using Gaussian Processes
6. MCMCpack:Markov chain Monte Carlo (MCMC) Package
7. MHadaptive:General Markov Chain Monte Carlo for Bayesian Inference using adaptive Metropolis-Hastings sampling
8. potts:Markov Chain Monte Carlo for Potts Models