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HMMmlselect: Determine the Number of States in Hidden Markov Models via Marginal Likelihood

Provide functions to make estimate the number of states for a hidden Markov model (HMM) using marginal likelihood method proposed by the authors. See the Manual.pdf file a detail description of all functions, and a detail tutorial.

Version: 0.1.6
Imports: HiddenMarkov, mclust, mvtnorm, stats, MCMCpack, Rcpp (≥ 0.12.10)
LinkingTo: Rcpp
Published: 2020-05-03
DOI: 10.32614/CRAN.package.HMMmlselect
Author: Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and S. C. Kou.
Maintainer: Chu-Lan Michael Kao <chulankao at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: C++11
CRAN checks: HMMmlselect results

Documentation:

Reference manual: HMMmlselect.pdf

Downloads:

Package source: HMMmlselect_0.1.6.tar.gz
Windows binaries: r-devel: HMMmlselect_0.1.6.zip, r-release: HMMmlselect_0.1.6.zip, r-oldrel: HMMmlselect_0.1.6.zip
macOS binaries: r-release (arm64): HMMmlselect_0.1.6.tgz, r-oldrel (arm64): HMMmlselect_0.1.6.tgz, r-release (x86_64): HMMmlselect_0.1.6.tgz, r-oldrel (x86_64): HMMmlselect_0.1.6.tgz
Old sources: HMMmlselect archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=HMMmlselect to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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