regmhmm (Q5979313)
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'regmhmm' Fits Hidden Markov Models with Regularization
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| English | regmhmm |
'regmhmm' Fits Hidden Markov Models with Regularization |
Statements
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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4 December 2023
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