Package: HMMmlselect 0.1.6

HMMmlselect: Determine the Number of States in Hidden Markov Models via Marginal Likelihood

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.

Authors:Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and S. C. Kou.

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HMMmlselect.pdf |HMMmlselect.html
HMMmlselect/json (API)

# Install 'HMMmlselect' in R:
install.packages('HMMmlselect', repos = c('https://dorminiakao.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.11 score 1 stars 13 scripts 200 downloads 19 exports 14 dependencies

Last updated 5 years agofrom:fd35b37ee5. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 22 2024
R-4.5-win-x86_64NOTENov 22 2024
R-4.5-linux-x86_64NOTENov 22 2024
R-4.4-win-x86_64NOTENov 22 2024
R-4.4-mac-x86_64NOTENov 22 2024
R-4.4-mac-aarch64NOTENov 22 2024
R-4.3-win-x86_64NOTENov 22 2024
R-4.3-mac-x86_64NOTENov 22 2024
R-4.3-mac-aarch64NOTENov 22 2024

Exports:check_para_validityestimateNormalizingConstfind_importance_functionfind_index_local_regionHMMfitHMMfittingHMMllHMMmlestimateHMMmlselectHMMrepsimHMMsimHMMsimulatell_un_normalized_hmm_gmlogmvNormdensitylogmvTdensitymultivariate_mixture_densityPlotHMMRobustBICsample_mixture

Dependencies:codaHiddenMarkovlatticeMASSMatrixMatrixModelsmclustmcmcMCMCpackmvtnormquantregRcppSparseMsurvival

Readme and manuals

Help Manual

Help pageTopics
Determine the number of states in hidden Markov models via marginal likelihoodHMMmlselect-package
check_para_validitycheck_para_validity
estimateNormalizingConstestimateNormalizingConst
find_importance_functionfind_importance_function
find_index_local_regionfind_index_local_region
HMMfitHMMfit
HMMfittingHMMfitting
HMMllHMMll
HMMmlestimateHMMmlestimate
HMMmlselectHMMmlselect
HMMrepsimHMMrepsim
HMMsimHMMsim
HMMsimulateHMMsimulate
ll_un_normalized_hmm_gmll_un_normalized_hmm_gm
logmvNormdensitylogmvNormdensity
logmvTdensitylogmvTdensity
multivariate_mixture_densitymultivariate_mixture_density
PlotHMMPlotHMM
RobustBICRobustBIC
sample_mixturesample_mixture