Depmixs4 In R, Fits latent (hidden) Markov models on mixed categorical and continuous (time series) data, otherwise known as dependent mixture models, see Visser & Speekenbrink (2010, < depmixS4 is a completely new implementation of the depmix package using S4 classes. References Ingmar Visser and Maarten Speekenbrink (2010). 1-21. Journal of Statistical Software, 36 (7), p. Homepage: https://depmix. Model specification now uses formulae and family objects, The function depmix creates an S4 object of class depmix, which needs to be fitted using fit to optimize the parameters. depmixS4 — Dependent Mixture Models - Hidden Markov Models of GLMs and Other Distributions in S4. Rabiner (1989). Lawrence R. Compute the stationary distribution of a transition probability matrix.