Package: regmhmm 1.0.0

regmhmm: 'regmhmm' Fits Hidden Markov Models with Regularization

Designed for longitudinal data analysis using Hidden Markov Models (HMMs). Tailored for applications in healthcare, social sciences, and economics, the main emphasis of this package is on regularization techniques for fitting HMMs. Additionally, it provides an implementation for fitting HMMs without regularization, referencing Zucchini et al. (2017, ISBN:9781315372488).

Authors:Man Chong Leong [cre, aut]

regmhmm_1.0.0.tar.gz
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regmhmm_1.0.0.tgz(r-4.4-x86_64)regmhmm_1.0.0.tgz(r-4.4-arm64)regmhmm_1.0.0.tgz(r-4.3-x86_64)regmhmm_1.0.0.tgz(r-4.3-arm64)
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regmhmm.pdf |regmhmm.html✨
regmhmm/json (API)

Peer review:

Bug tracker:https://github.com/henryleongstat/regmhmm/issues

On CRAN:

15 exports 0.83 score 22 dependencies 151 downloads

Last updated 10 months agofrom:0a0de5ef1e. Checks:OK: 1 NOTE: 8. Indexed: yes.

Exports:backwardcompute_joint_statecompute_loglikelihoodcompute_stateforwardforward_backwardHMMHMM_C_rawHMM_one_stepIRLS_EMplot.HMMprint.HMMrHMMrHMM_one_stepsimulate_HMM_data

Dependencies:clicodetoolscpp11foreachglmnetglmnetUtilsglueigraphiteratorslatticelifecyclemagrittrMASSMatrixpkgconfigRcppRcppArmadilloRcppEigenrlangshapesurvivalvctrs