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 |
Reference manual: | PHSMM.pdf |
Package source: | PHSMM_1.0.tar.gz |
Windows binaries: | r-devel: PHSMM_1.0.zip, r-devel-UCRT: PHSMM_1.0.zip, r-release: PHSMM_1.0.zip, r-oldrel: PHSMM_1.0.zip |
macOS binaries: | r-release (arm64): PHSMM_1.0.tgz, r-release (x86_64): PHSMM_1.0.tgz, r-oldrel: PHSMM_1.0.tgz |
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