Software

R Packages

TraMineR

Trajectory Miner in R: A toolbox for exploring, analyzing, and rendering state and event sequences.
Official TraMineR page , CRAN page, in Journal of Statistical Software

TraMineRextras

A collection of ancillary functions and utilities to be used in conjunction with the TraMineR package.
CRAN page
 

WeightedCluster

Clustering of state sequences and weighted data: Optimized weighted PAM algorithm, aggregation of replicated cases, measures of cluster quality, exploration of range of cluster solutions, tree plot of hierarchical clusters of state sequences.
Official WeightedCluster page , CRAN page

PST

Probabilistic suffix trees and variable length Markov chains: Fitting and rendering of probabilistic suffix trees (PST) and a range of tools for analyzing categorical sequences with PSTs.
CRAN page
, in Journal of Statistical Software

seqHMM

Exploration, visualization, and modelling of (multichannel) social sequences and other categorical time series with hidden (latent) Markov models (HMM) and mixture HMMs. Plotting multichannel sequence data.

CRAN page, in Journal of Statistical Software

march

Markov chains: Estimation of various Markovian models for categorical data including homgeneous Markov chains of any order, mixture of transition distributions (MTD) models, hidden Markov models (HMM), and double chain Markov models (DCMM).
CRAN page
, see also self contained MARCH program

Stata packages

SQ

Stata module for sequence analysis.
in Stata Journal, in EconPapers     

SADI

Sequence analysis tools for Stata. 
in Stata Journal