hhsmm: Hidden Hybrid Markov/Semi-Markov Model Fitting
Develops algorithms for fitting, prediction, simulation
and initialization of the hidden hybrid Markov/semi-Markov model,
introduced by Guedon (2005) <doi:10.1016/j.csda.2004.05.033>,
which also includes several tools for handling missing data,
nonparametric mixture of B-splines emissions (Langrock et al., 2015
<doi:10.1111/biom.12282>), fitting regime switching regression
(Kim et al., 2008 <doi:10.1016/j.jeconom.2007.10.002>) and auto-regressive
hidden hybrid Markov/semi-Markov model, spline-based nonparametric
estimation of additive state-switching models
(Langrock et al., 2018 <doi:10.1111/stan.12133>)
and many other useful tools
(read for more description: Amini et al., 2022 <doi:10.1007/s00180-022-01248-x> and its
arxiv version: <arXiv:2109.12489>).
| Version: |
0.3.3 |
| Depends: |
R (≥ 4.1.0), CMAPSS, mvtnorm |
| Imports: |
Rcpp, Rdpack, MASS, mice, cpr, psych, progress, magic, splines2 |
| LinkingTo: |
Rcpp |
| Suggests: |
testthat (≥ 3.0.0) |
| Published: |
2022-08-05 |
| Author: |
Morteza Amini [aut, cre, cph],
Afarin Bayat [aut],
Reza Salehian [aut] |
| Maintainer: |
Morteza Amini <morteza.amini at ut.ac.ir> |
| BugReports: |
https://github.com/mortamini/hhsmm/issues |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| Citation: |
hhsmm citation info |
| CRAN checks: |
hhsmm results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=hhsmm
to link to this page.