PHSMM: Penalised Maximum Likelihood Estimation for Hidden Semi-Markov
Models
Provides tools for penalised maximum likelihood estimation of hidden semi-Markov models (HSMMs) with flexible state dwell-time distributions. These include functions for model fitting, model checking and state-decoding. The package considers HSMMs for univariate time series with state-dependent gamma, normal, Poisson or Bernoulli distributions. For details, see Pohle, J., Adam, T. and Beumer, L.T. (2021): Flexible estimation of the state dwell-time distribution in hidden semi-Markov models. <arXiv:2101.09197>.
| Version: |
1.0 |
| Depends: |
R (≥ 4.0.0) |
| Imports: |
Rcpp (≥ 1.0.5) |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Published: |
2021-02-09 |
| Author: |
Jennifer Pohle |
| Maintainer: |
Jennifer Pohle <jennifer.pohle at uni-bielefeld.de> |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| CRAN checks: |
PHSMM results |
Documentation:
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