HMMmlselect: Determine the Number of States in Hidden Markov Models via
Marginal Likelihood
Provide functions to make estimate the number of states for a hidden Markov
model (HMM) using marginal likelihood method proposed by the authors.
See the Manual.pdf file a detail description of all functions, and a detail tutorial.
| Version: |
0.1.6 |
| Imports: |
HiddenMarkov, mclust, mvtnorm, stats, MCMCpack, Rcpp (≥
0.12.10) |
| LinkingTo: |
Rcpp |
| Published: |
2020-05-03 |
| Author: |
Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and S. C. Kou. |
| Maintainer: |
Chu-Lan Michael Kao <chulankao at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| SystemRequirements: |
C++11 |
| CRAN checks: |
HMMmlselect results |
Documentation:
Downloads:
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