README.md

In zhifeiyan/WeibullHM: A Gibbs Sampler of a Bayesian Weibull Hidden Markov Model

WeibullHM

WeibullHM is an R package that provides the sampling functions of a Gibbs sampler for fitting a hierarchical Bayesian Weibull hidden Markov model. The sampling of the hidden Markov processes part is written in C++ using Rcpp and the Armadillo C++ library to improve computation efficiency. It is based on a forward filtering backward sampling algorithm (a dynamic programming type algorithm) that is derived under the framework of Bayesian network. A manuscript describing the model and its applications to real datasets is forthcoming. An example usage of this package will be posted by then.

zhifeiyan/WeibullHM documentation built on May 4, 2019, 11:21 p.m.