regmhmm

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Software:5979313



CRANregmhmmMaRDI QIDQ5979313

'regmhmm' Fits Hidden Markov Models with Regularization

Man Chong Leong

Last update: 4 December 2023

Software version identifier: 1.0.0


Copyright license: GNU General Public License

Description

Designed for longitudinal data analysis using Hidden Markov Models (HMMs). Tailored for applications in healthcare, social sciences, and economics, the main emphasis of this package is on regularization techniques for fitting HMMs. Additionally, it provides an implementation for fitting HMMs without regularization, referencing Zucchini et al. (2017, ISBN:9781315372488).



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