Inference, goodness-of-fit tests, and predictions for continuous and discrete univariate Hidden Markov Models (HMM), including zero-inflated distributions. The goodness-of-fit test is based on a Cramer-von Mises statistic and uses parametric bootstrap to estimate the p-value. The description of the methodology is taken from Nasri et al (2020) <doi:10.1029/2019WR025122>.
| Version: | 0.2.6 |
| Depends: | R (≥ 3.5.0),doParallel, parallel,foreach |
| Imports: | ggplot2, stats,matrixcalc,reshape2,rmutil,VaRES,VGAM,EnvStats,GLDEX,GeneralizedHyperbolic,actuar,extraDistr,gamlss.dist,sgt,skewt,sn,ssdtools,stabledist |
| Published: | 2025-09-07 |
| DOI: | 10.32614/CRAN.package.GenHMM1d |
| Author: | Bouchra R. Nasri [aut, cre, cph], Mamadou Yamar Thioub [aut, cph], Bruno N. Remillard [aut, cph] |
| Maintainer: | Bouchra R. Nasri <bouchra.nasri at umontreal.ca> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | GenHMM1d results |