hmmTMB-package: hmmTMB: Fit Hidden Markov Models using Template Model Builder

hmmTMB-packageR Documentation

hmmTMB: Fit Hidden Markov Models using Template Model Builder

Description

Fitting hidden Markov models using automatic differentiation and Laplace approximation, allowing for fast inference and flexible covariate effects (including random effects and smoothing splines) on model parameters. The package is described by Michelot (2022) arXiv:2211.14139.

Details

The package hmmTMB is based on three main classes (i.e., types of objects): MarkovChain, Observation, and HMM. Type ?MarkovChain, ?Observation or ?HMM to find their documentation, or consult the package vignettes for detailed examples of the hmmTMB workflow.

Author(s)

Maintainer: Theo Michelot theo.michelot@dal.ca

Authors:

  • Richard Glennie [contributor]

See Also

Useful links:


TheoMichelot/hmmTMB documentation built on Dec. 13, 2024, 11:52 a.m.