Download R from CRAN. Open R and at the prompt start installing packages. install.packages("Rcpp") install.packages("msm") install.packages("MCMCpack") install.packages("BayesLogit"). Place the NHMM folder (link below) in the same directory where the new libraries were just installed.
Open R and at the prompt use the library(NHMM). It contains the modeling functions: NHMM and HMM and NHMM_MVN, and output functions: OBIC, Oz, Oemparams, OWcoef, OXcoef, and OQQ. For the help files just put ?NHMM or ?OBIC
Acknowledgements: This work was supported by a grant from the U.S. Department of Energy, through the Earth System Models (EaSM) program. This package was developed under the direction of Padhraic Smyth at the Department of Computer Science and Statistics at the University of California, Irvine and in collaboration with Andrew Robertson and Arthur Greene of the International Research Institute for Climate and Society at The Earth Institute at Columbia University.
Password protected rainfall data: