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 |
DOI: | 10.32614/CRAN.package.HMMmlselect |
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 |
Reference manual: | HMMmlselect.pdf |
Package source: | HMMmlselect_0.1.6.tar.gz |
Windows binaries: | r-devel: HMMmlselect_0.1.6.zip, r-release: HMMmlselect_0.1.6.zip, r-oldrel: HMMmlselect_0.1.6.zip |
macOS binaries: | r-release (arm64): HMMmlselect_0.1.6.tgz, r-oldrel (arm64): HMMmlselect_0.1.6.tgz, r-release (x86_64): HMMmlselect_0.1.6.tgz, r-oldrel (x86_64): HMMmlselect_0.1.6.tgz |
Old sources: | HMMmlselect archive |
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