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Fits hidden Markov models to time-ordered sequences of curves, such as sample paths of stochastic processes or smoothed functional observations, without projecting the curves onto a finite basis. The emission functions are Onsager-Machlup functionals of Gaussian measures on function spaces, which allows for Brownian motion with drift, fractional Brownian motion, Ornstein-Uhlenbeck processes and non-parametric state means under a choice of Cameron-Martin norm. The Baum-Welch and Viterbi algorithms are implemented in C. Methods are described in Kashlak, Loliencar and Heo (2023) <https://jmlr.org/papers/v24/22-0685.html>.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats, graphics, grDevices |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-09-24 |
| DOI: | 10.32614/CRAN.package.funHMM (may not be active yet) |
| Author: | Adam B Kashlak [aut, cre] |
| Maintainer: | Adam B Kashlak <kashlak at ualberta.ca> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| Citation: | funHMM citation info |
| Materials: | README, NEWS |
| CRAN checks: | funHMM results |
| Reference manual: | funHMM.html , funHMM.pdf |
| Vignettes: |
Hidden Markov models for functional data with funHMM (source, R code) |
| Package source: | funHMM_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): funHMM_0.1.0.tgz, r-oldrel (arm64): funHMM_0.1.0.tgz, r-release (x86_64): funHMM_0.1.0.tgz, r-oldrel (x86_64): funHMM_0.1.0.tgz |
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