# Statistical Models for the Unsupervised Segmentation of Time-Series ('SaMUraiS')

## Documentation for package ‘samurais’ version 0.1.0

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

samurais-package | SaMUraiS: StAtistical Models for the UnsupeRvised segmentAtIon of time-Series
emHMMR | emHMMR implemens the EM (Baum-Welch) algorithm to fit a HMMR model.
emMHMMR | emMHMMR implemens the EM (Baum-Welch) algorithm to fit a MHMMR model.
emMRHLP | emMRHLP implemens the EM algorithm to fit a MRHLP model.
emRHLP | emRHLP implements the EM algorithm to fit a RHLP model.
fitPWRFisher | fitPWRFisher implements an optimized dynamic programming algorithm to fit a PWR model.
hmmProcess | hmmProcess calculates the probability distribution of a random process following a Markov chain
MData | A Reference Class which represents multivariate data.
MData-class | A Reference Class which represents multivariate data.
mkStochastic | mkStochastic ensures that it is a stochastic vector, matrix or array.
ModelHMMR | A Reference Class which represents a fitted HMMR model.
ModelHMMR-class | A Reference Class which represents a fitted HMMR model.
ModelMHMMR | A Reference Class which represents a fitted MHMMR model.
ModelMHMMR-class | A Reference Class which represents a fitted MHMMR model.
ModelMRHLP | A Reference Class which represents a fitted MRHLP model.
ModelMRHLP-class | A Reference Class which represents a fitted MRHLP model.
ModelPWR | A Reference Class which represents a fitted PWR model.
ModelPWR-class | A Reference Class which represents a fitted PWR model.
ModelRHLP | A Reference Class which represents a fitted RHLP model.
ModelRHLP-class | A Reference Class which represents a fitted RHLP model.
multivrealdataset | Time series representing the three acceleration components recorded over time with body mounted accelerometers during the activity of a given person.
multivtoydataset | A simulated non-stationary multidimensional time series with regime changes.
ParamHMMR | A Reference Class which contains parameters of a HMMR model.
ParamHMMR-class | A Reference Class which contains parameters of a HMMR model.
ParamMHMMR | A Reference Class which contains parameters of a MHMMR model.
ParamMHMMR-class | A Reference Class which contains parameters of a MHMMR model.
ParamMRHLP | A Reference Class which contains the parameters of a MRHLP model.
ParamMRHLP-class | A Reference Class which contains the parameters of a MRHLP model.
ParamPWR | A Reference Class which contains the parameters of a PWR model.
ParamPWR-class | A Reference Class which contains the parameters of a PWR model.
ParamRHLP | A Reference Class which contains parameters of a RHLP model.
ParamRHLP-class | A Reference Class which contains parameters of a RHLP model.
samurais | SaMUraiS: StAtistical Models for the UnsupeRvised segmentAtIon of time-Series
selectHMMR | selectHMMR implements a model selection procedure to select an optimal HMMR model with unknown structure.
selectMHMMR | selectMHMMR implements a model selection procedure to select an optimal MHMMR model with unknown structure.
selectMRHLP | selecMRHLP implements a model selection procedure to select an optimal MRHLP model with unknown structure.
selectRHLP | selecRHLP implements a model selection procedure to select an optimal RHLP model with unknown structure.
StatHMMR | A Reference Class which contains statistics of a HMMR model.
StatHMMR-class | A Reference Class which contains statistics of a HMMR model.
StatMHMMR | A Reference Class which contains statistics of a MHMMR model.
StatMHMMR-class | A Reference Class which contains statistics of a MHMMR model.
StatMRHLP | A Reference Class which contains statistics of a MRHLP model.
StatMRHLP-class | A Reference Class which contains statistics of a MRHLP model.
StatPWR | A Reference Class which contains statistics of a PWR model.
StatPWR-class | A Reference Class which contains statistics of a PWR model.
StatRHLP | A Reference Class which contains statistics of a RHLP model.
StatRHLP-class | A Reference Class which contains statistics of a RHLP model.
univrealdataset | Time series representing the electrical power consumption during a railway switch operation
univtoydataset | A simulated non-stationary time series with regime changes.