More developer documentation - comments for definitions of variables
   in internal data structures like qmodel, emodel etc.

POSSIBLE MAJOR DEVELOPMENTS

Random effects models.  Could be done by translating a msm model to
corresponding JAGS or Stan code, inserting the random effects
then using MCMC for estimation.  HMMs would probably be better in
Stan.

Phase-type models.  Build appropriate parameter constraints in.

Time-inhomogeneous models with smoothly-varying intensities.  Could be
done by numerically integrating the Kolmogorov equations, as in Titman
(Biometrics 2011).  deSolve package could be used for this in C. 
Difficult .Call type mechanism needed for using user-defined R functions
in C. See Writing R Extensions 5.11.1 for a possible starting point.
Or Rcpp.

Multicore bootstrapping using "parallel" package.  Must work
cross-platform, including Windows.


SOME OTHER SUGGESTIONS: not all may be sensible.

Bureau survival plots

Particle swarm optimisation?  ppso  http://www.rforge.net/ppso/index.html, or hydroPSO

Borrow matrix exponential code from Matrix package: code in dgeMatrix.c

Multiple realisations from same hidden trace, and/or multivariate HMM outcomes (major change to data structures needed).

For hidden models, cache Pmatrix once for frequently-occurring each from, to, time combinations

Investigate forward algorithm for fitting HMMs - is this more efficient?

Truncated observations.

.Call for passing data to C?  Rcpp package facilitates this.

Steady state probabilities

Use S_alloc instead of Calloc as in Viterbi - no need to free. Can't use on.exit to free on interrupt unless pointer declared globally.
