hhsmm: Hidden Hybrid Markov/Semi-Markov Model Fitting

Develops algorithms for fitting, prediction, simulation and initialization of the hidden hybrid Markov/semi-Markov model, introduced by Guedon (2005) <doi:10.1016/j.csda.2004.05.033>, which also includes several tools for handling missing data, nonparametric mixture of B-splines emissions (Langrock et al., 2015 <doi:10.1111/biom.12282>), fitting regime switching regression (Kim et al., 2008 <doi:10.1016/j.jeconom.2007.10.002>) and auto-regressive hidden hybrid Markov/semi-Markov model, spline-based nonparametric estimation of additive state-switching models (Langrock et al., 2018 <doi:10.1111/stan.12133>) and many other useful tools (read for more description: Amini et al., 2022 <doi:10.1007/s00180-022-01248-x> and its arxiv version: <doi:10.48550/arXiv.2109.12489>).

Version: 0.3.6
Depends: R (≥ 4.1.0), CMAPSS, mvtnorm
Imports: Rcpp, Rdpack, MASS, mice, progress, magic, splines2
LinkingTo: Rcpp
Suggests: testthat (≥ 3.0.0)
Published: 2023-08-08
Author: Morteza Amini [aut, cre, cph], Afarin Bayat [aut], Reza Salehian [aut]
Maintainer: Morteza Amini <morteza.amini at ut.ac.ir>
BugReports: https://github.com/mortamini/hhsmm/issues
License: GPL-3
NeedsCompilation: yes
Citation: hhsmm citation info
In views: MissingData
CRAN checks: hhsmm results


Reference manual: hhsmm.pdf


Package source: hhsmm_0.3.6.tar.gz
Windows binaries: r-prerel: hhsmm_0.3.6.zip, r-release: hhsmm_0.3.6.zip, r-oldrel: hhsmm_0.3.6.zip
macOS binaries: r-prerel (arm64): hhsmm_0.3.6.tgz, r-release (arm64): hhsmm_0.3.6.tgz, r-oldrel (arm64): hhsmm_0.3.6.tgz, r-prerel (x86_64): hhsmm_0.3.6.tgz, r-release (x86_64): hhsmm_0.3.6.tgz
Old sources: hhsmm archive


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