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. 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. <doi:10.48550/arXiv.2101.09197>.

Version:	1.0
Depends:	R (≥ 4.0.0)
Imports:	Rcpp (≥ 1.0.5)
LinkingTo:	Rcpp, RcppArmadillo
Published:	2021-02-09
DOI:	10.32614/CRAN.package.PHSMM
Author:	Jennifer Pohle
Maintainer:	Jennifer Pohle <jennifer.pohle at uni-bielefeld.de> [email to maintainer is undeliverable]
License:	GPL-3
NeedsCompilation:	yes
CRAN checks:	PHSMM results

Documentation:

Reference manual:

PHSMM.html , PHSMM.pdf

Downloads:

Package source:	PHSMM_1.0.tar.gz
Windows binaries:	r-devel: PHSMM_1.0.zip, r-release: PHSMM_1.0.zip, r-oldrel: PHSMM_1.0.zip
macOS binaries:	r-release (arm64): PHSMM_1.0.tgz, r-oldrel (arm64): PHSMM_1.0.tgz, r-release (x86_64): PHSMM_1.0.tgz, r-oldrel (x86_64): PHSMM_1.0.tgz

Reverse dependencies:

Reverse suggests:

LaMa

Linking:

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