GenHMM1d: Goodness-of-Fit for Univariate Hidden Markov Models

Inference, goodness-of-fit tests, and predictions for continuous and discrete univariate Hidden Markov Models (HMM). 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>.

Getting started

Package details

AuthorBouchra R. Nasri [aut, cre, cph], Mamadou Yamar Thioub [aut, cph]
MaintainerBouchra R. Nasri <>
Package repositoryView on CRAN
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GenHMM1d documentation built on Jan. 21, 2021, 9:07 a.m.