JenniferPohle/PHSMM: Penalised maximum likelihood estimation for hidden semi-Markov models
Provides tools for penalised maximum likelihood estimation of hidden semi-Markov models (HSMMs) with flexible state dwell-time distributions. These include functions for model fitting, model checking and state-decoding. The package considers HSMMs for univariate time series with state-dependent gamma, normal, Poisson or Bernoulli distributions.
Getting started
Browse package contents
Package details |
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| Author | Jennifer Pohle |
| Maintainer | Jennifer Pohle <jennifer.pohle@uni-bielefeld.de> |
| License | GPL-3 |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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