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 <bouchra.nasri@umontreal.ca>
LicenseGPL-3
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("GenHMM1d")

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GenHMM1d documentation built on Jan. 21, 2021, 9:07 a.m.