README.md

In asbjornholk/HiddenStateModels: Fit or Create Hidden State Models

Hidden State Models

Some description

Installation

You can install the latest version of this package using the install_github function from the devtools package. Specifically, in R run:

install.packages('devtools')
devtools::install_github('asbjornholk/HiddenStateModels') 

Usage

Documentation as well as worked examples are available for all functions included in the package. They are accessible through standard R documentation, as well as a more theoretically thorough vignette and wiki.

Planned future updates

Major updates:

• Adding automated testing
• Adding support for hidden semi-Markov models
• Adding support for continuous time hidden (semi-)Markov models
• Adding support for covariates and state-dependent linear models

Minor updates:

• Reworking plotting to make it prettier and more informative
• (Adding support for ggplot2?)
• Adding support for stationary hidden (semi-)Markov models
• Adding more standard distribution families

License

This project uses the MIT license (see LICENSE.md for details)

Acknowledgment

This package is a fork of a project made for a university class, developed in collaboration with Malte Nikolajsen and Leander Tilsted Kristensen

Much of the theory is based on the excellent book Hidden Markov Models for Time Series - An Introduction Using R, Second Edition by Langrock et. al.

asbjornholk/HiddenStateModels documentation built on Jan. 9, 2022, 12:02 a.m.