Markov Chain Computation for Homogeneous and Non-homogeneous Data: MARCH 1.1 Users Guide

Andre Berchtold

Journal of Statistical Software, 2001, vol. 006, issue i03

Abstract: MARCH is a free software for the computation of different types of Markovian models including homogeneous Markov Chains, Hidden Markov Models (HMMs) and Double Chain Markov Models (DCMMs). The main characteristic of this software is the implementation of a powerful optimization method for HMMs and DCMMs combining a genetic algorithm with the standard Baum-Welch procedure. MARCH is distributed as a set of Matlab functions running under Matlab 5 or higher on any computing platform. A PC Windows version running independently from Matlab is also available.

Date: 2001-03-27
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:006:i03

DOI: 10.18637/jss.v006.i03

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