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

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

Cited in

(9)

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

Describes a project that uses

Uses Software

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

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