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HMMmlselect: Determine the Number of States in Hidden Markov Models viaMarginal 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.

Version:0.1.6
Imports:HiddenMarkov,mclust,mvtnorm, stats,MCMCpack,Rcpp (≥0.12.10)
LinkingTo:Rcpp
Published:2020-05-03
DOI:10.32614/CRAN.package.HMMmlselect
Author:Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and S. C. Kou.
Maintainer:Chu-Lan Michael Kao <chulankao at gmail.com>
License:GPL-2 |GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:yes
SystemRequirements:C++11
CRAN checks:HMMmlselect results[issues need fixing before 2025-12-18]

Documentation:

Reference manual:HMMmlselect.html ,HMMmlselect.pdf

Downloads:

Package source: HMMmlselect_0.1.6.tar.gz
Windows binaries: r-devel:HMMmlselect_0.1.6.zip, r-release:HMMmlselect_0.1.6.zip, r-oldrel:HMMmlselect_0.1.6.zip
macOS binaries: r-release (arm64):HMMmlselect_0.1.6.tgz, r-oldrel (arm64):HMMmlselect_0.1.6.tgz, r-release (x86_64):HMMmlselect_0.1.6.tgz, r-oldrel (x86_64):HMMmlselect_0.1.6.tgz
Old sources: HMMmlselect archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=HMMmlselectto link to this page.


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