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, and many other useful tools (read for more description: <arXiv:2109.12489>).

Version: 0.2.4
Depends: R (≥ 4.1.0), CMAPSS, mvtnorm
Imports: Rcpp, Rdpack, MASS, mice, cpr, psych
LinkingTo: Rcpp
Suggests: testthat (≥ 3.0.0)
Published: 2022-01-10
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
CRAN checks: hhsmm results

Documentation:

Reference manual: hhsmm.pdf

Downloads:

Package source: hhsmm_0.2.4.tar.gz
Windows binaries: r-devel: hhsmm_0.2.4.zip, r-devel-UCRT: hhsmm_0.2.4.zip, r-release: hhsmm_0.2.4.zip, r-oldrel: hhsmm_0.1.2.zip
macOS binaries: r-release (arm64): hhsmm_0.2.4.tgz, r-release (x86_64): hhsmm_0.2.4.tgz, r-oldrel: hhsmm_0.1.2.tgz
Old sources: hhsmm archive

Linking:

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