regmhmm

'regmhmm' Fits Hidden Markov Models with Regularization

Last update: 4 December 2023

Copyright license: GNU General Public License

Software version identifier: 1.0.0

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).