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. For details, see Pohle, J., Adam, T. and Beumer, L.T. (2021): Flexible estimation of the state dwell-time distribution in hidden semi-Markov models. .


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install.packages("PHSMM")

1.0 by Jennifer Pohle, 7 months ago


Browse source code at https://github.com/cran/PHSMM


Authors: Jennifer Pohle


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp

Linking to Rcpp, RcppArmadillo


See at CRAN