I am using PHMM with R-package "HiddenMarkov" and I need to predict next observations from values of the number of customers entering a store. I hope that someone can help my with this problem
You can check depmixS4: an R-package for hidden Markov models
The answer given by Amin is Ok. You may try for this.
Dear Daniel,
Added with the answer provided by Amin, you may opt for the following link:
https://cran.r-project.org/web/packages/HMM/HMM.pdf
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