CDGHMM
Hidden Markov Models for Multivariate Panel Data
Estimates hidden Markov models from the family of Cholesky-decomposed Gaussian hidden Markov models (CDGHMM) under various missingness schemes. This family improves upon estimation of traditional Gaussian HMMs by introducing parsimony, as well as, controlling for dropped out observations and non-random missingness. See Neal, Sochaniwsky and McNicholas (2024) doi:10.1007/s11222-024-10462-0.
- Version0.1.1
- R version≥ 3.5.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- CDGHMM citation info
- Last release11/01/2024
Team
Mackenzie R. Neal
Paul D. McNicholas
Show author detailsRolesAuthorAlexa A. Sochaniwsky
Show author detailsRolesAuthor
Insights
Last 30 days
This package has been downloaded 471 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 8 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 3,732 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was May 19, 2024 with 67 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
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Dependencies
- Imports4 packages