countHMM: Penalized Estimation of Flexible Hidden Markov Models for Time Series of Counts

Provides tools for penalized estimation of flexible hidden Markov models for time series of counts w/o the need to specify a (parametric) family of distributions. These include functions for model fitting, model checking, and state decoding. For details, see Adam, T., Langrock, R., and Weiß, C.H. (2019): Penalized Estimation of Flexible Hidden Markov Models for Time Series of Counts. <arXiv:1901.03275>.

Getting started

Package details

AuthorTimo Adam
MaintainerTimo Adam <timo.adam@uni-bielefeld.de>
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("countHMM")

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countHMM documentation built on May 2, 2019, 1:06 p.m.