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.

Package details

AuthorYang Chen, Cheng-Der Fuh, Chu-Lan Kao, and S. C. Kou.
MaintainerChu-Lan Michael Kao <[email protected]>
LicenseGPL (>= 2)
Version0.1.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HMMmlselect")

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HMMmlselect documentation built on June 5, 2019, 5:04 p.m.