PHSMM

Penalised Maximum Likelihood Estimation for Hidden Semi-Markov Models

CRAN Package

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. doi:10.48550/arXiv.2101.09197.

  • Version1.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release02/09/2021

Team


Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports1 package
  • Linking To2 packages
  • Reverse Suggests1 package