hmmTMB

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Fit Hidden Markov Models using Template Model Builder

Theo Michelot, Richard Glennie

Last update: 24 October 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.1, 1.0.0, 1.0.2

Description

Fitting hidden Markov models using automatic differentiation and Laplace approximation, allowing for fast inference and flexible covariate effects (including random effects and smoothing splines) on model parameters. The package is described by Michelot (2022) <arXiv:2211.14139>.

Cites work

• hmmTMB: Hidden Markov models with flexible covariate effects in R

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