regmhmm: 'regmhmm' Fits Hidden Markov Models with Regularization

Designed for longitudinal data analysis using Hidden Markov Models (HMMs). Tailored for applications in healthcare, social sciences, and economics, the main emphasis of this package is on regularization techniques for fitting HMMs. Additionally, it provides an implementation for fitting HMMs without regularization, referencing Zucchini et al. (2017, ISBN:9781315372488).

Package details

AuthorMan Chong Leong [cre, aut] (<https://orcid.org/0000-0003-3895-9527>)
MaintainerMan Chong Leong <mc.leong26@gmail.com>
LicenseGPL (>= 3)
Version1.0.0
URL https://github.com/HenryLeongStat/regmhmm
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("regmhmm")

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regmhmm documentation built on May 29, 2024, 11:40 a.m.