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HMMmlselect: Determine the Number of States in Hidden Markov Models via Marginal 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.
Getting started
Browse package contents
Package details |
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| Author | Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and S. C. Kou. |
| Maintainer | Chu-Lan Michael Kao <chulankao@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.1.6 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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