CRAN/E | HMMmlselect

HMMmlselect

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

Installation

About

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.

System requirements C++11

Key Metrics

Version 0.1.6
Published 2020-05-03 1457 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks HMMmlselect results

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Maintainer

Maintainer

Chu-Lan Michael Kao

chulankao@gmail.com

Authors

Yang Chen
Cheng-Der Fuh
Chu-Lan Kao
S. C. Kou.

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

HMMmlselect archive

Imports

HiddenMarkov
mclust
mvtnorm
stats
MCMCpack
Rcpp ≥0.12.10

LinkingTo

Rcpp