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I needed to apply the Viterbi algorithm for a recent homework. The problem set suggested using the HiddenMarkov CRAN package. Here’s the help page for the dthmm function: dthmm              package:HiddenMarkov              R Documentation Discrete Time HMM Object Description: Creates a discrete time hidden Markov model object with class ‘”dthmm”‘. Usage: dthmm(x, Pi, delta, distn, pm, pn [...]