hhsmm: Hidden Hybrid Markov/Semi-Markov Model Fitting

Develops algorithms for fitting, prediction, simulation and initialization of the following models (1)- hidden hybrid Markov/semi-Markov model, introduced by Guedon (2005) <doi:10.1016/j.csda.2004.05.033>, (2)- nonparametric mixture of B-splines emissions (Langrock et al., 2015 <doi:10.1111/biom.12282>), (3)- regime switching regression model (Kim et al., 2008 <doi:10.1016/j.jeconom.2007.10.002>) and auto-regressive hidden hybrid Markov/semi-Markov model, (4)- spline-based nonparametric estimation of additive state-switching models (Langrock et al., 2018 <doi:10.1111/stan.12133>) (5)- robust emission model proposed by Qin et al, 2024 <doi:10.1007/s10479-024-05989-4> (6)- several emission distributions, including mixture of multivariate normal (which can also handle missing data using EM algorithm) and multi-nomial emission (for modeling polymer or DNA sequences) (7)- tools for prediction of future state sequence, computing the score of a new sequence, splitting the samples and sequences to train and test sets, computing the information measures of the models, computing the residual useful lifetime (reliability) 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: 0.4.0
Depends: R (≥ 4.3.0), CMAPSS, mvtnorm
Imports: Rcpp, Rdpack, MASS, mice, progress, magic, splines2
LinkingTo: Rcpp
Suggests: testthat (≥ 3.0.0)
Published: 2024-05-08
DOI: 10.32614/CRAN.package.hhsmm
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_0.4.0.tar.gz
Windows binaries: r-devel: hhsmm_0.4.0.zip, r-release: hhsmm_0.4.0.zip, r-oldrel: hhsmm_0.4.0.zip
macOS binaries: r-release (arm64): hhsmm_0.4.0.tgz, r-oldrel (arm64): hhsmm_0.4.0.tgz, r-release (x86_64): hhsmm_0.4.0.tgz, r-oldrel (x86_64): hhsmm_0.4.0.tgz
Old sources: hhsmm archive


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