hhsmm
swMATH40060CRANhhsmmMaRDI QIDQ55760
Hidden Hybrid Markov/Semi-Markov Model Fitting
Afarin Bayat, Reza Salehian, Morteza Amini
Last update: 8 August 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 0.3.5, 0.1.2, 0.1.3, 0.1, 0.2.0, 0.2.1, 0.2.2, 0.2.3, 0.2.4, 0.2.5, 0.3.1, 0.3.2, 0.3.3, 0.3.4, 0.3.6
Source code repository: https://github.com/cran/hhsmm
Develops algorithms for fitting, prediction, simulation and initialization of the hidden hybrid Markov/semi-Markov model, introduced by Guedon (2005) <doi:10.1016/j.csda.2004.05.033>, which also includes several tools for handling missing data, nonparametric mixture of B-splines emissions (Langrock et al., 2015 <doi:10.1111/biom.12282>), fitting regime switching regression (Kim et al., 2008 <doi:10.1016/j.jeconom.2007.10.002>) and auto-regressive hidden hybrid Markov/semi-Markov model, spline-based nonparametric estimation of additive state-switching models (Langrock et al., 2018 <doi:10.1111/stan.12133>) and many other useful tools (read for more description: Amini et al., 2022 <doi:10.1007/s00180-022-01248-x> and its arxiv version: <arXiv:2109.12489>).
- Hidden hybrid Markov/semi-Markov chains
- Nonparametric inference in hidden Markov models using P-splines
- Estimation of Markov regime-switching regression models with endogenous switching
- Spline-based nonparametric inference in general state-switching models
- hhsmm: an R package for hidden hybrid Markov/semi-Markov models
- Hhsmm: An R package for hidden hybrid Markov/semi-Markov models
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