Mixture and Hidden Markov Models with R

DOI10.1007/978-3-031-01440-6MaRDI QIDQ5865764zbMATH OpenOpenAlexFDO

Authors Ingmar Visser, Maarten Speekenbrink

Publication date 9 June 2022

Published in Use R! (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-01440-6

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Markov processes: estimation; hidden Markov models (62M05) Statistics on algebraic and topological structures (62Rxx)

Cited in

(11)

• hmmr
• Hidden Markov models with factored Gaussian mixtures densities
• Mixed models. Theory and applications with R
• Hidden Markov models for time series. An introduction using R
• Optimal stock portfolio selection with a multivariate hidden Markov model
• A new algorithm for inference in HMM's with lower span complexity
• A comparison between marginal likelihood and data augmented MCMC algorithms for Gaussian hidden Markov models
• State-dependent missingness in hidden Markov models, with an application to drop-out in a clinical trial
• Book review of: I. Visser and M. Speekenbrink, Mixture and hidden Markov models with R
• Amortized Bayesian mixture models
• A penalized maximum likelihood approach to deal with latent state separation in hidden Markov models with covariates and lagged responses

Describes a project that uses

Uses Software

• Rdonlp2
• depmixS4
• numDeriv
• Rsolnp
• R
• nlme
• DONLP2
• ggplot2

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