Develops algorithms for fitting, prediction, simulation and initialization of the hidden hybrid Markov/semi-Markov model, introduced by Guedon (2005) <doi:10.1016/j.csda.2004.05.033>, which also includes several tools for handling missing data, nonparametric mixture of B-splines emissions (Langrock et al., 2015 <doi:10.1111/biom.12282>), fitting regime switching regression (Kim et al., 2008 <doi:10.1016/j.jeconom.2007.10.002>) and auto-regressive hidden hybrid Markov/semi-Markov model, spline-based nonparametric estimation of additive state-switching models (Langrock et al., 2018 <doi:10.1111/stan.12133>) and many other useful tools (read for more description: Amini et al., 2022 <doi:10.1007/s00180-022-01248-x> and its arxiv version: <arXiv:2109.12489>).
Package details |
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Author | Morteza Amini [aut, cre, cph], Afarin Bayat [aut], Reza Salehian [aut] |
Maintainer | Morteza Amini <morteza.amini@ut.ac.ir> |
License | GPL-3 |
Version | 0.3.6 |
Package repository | View on CRAN |
Installation |
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