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Hidden Markov Model (HMM) R Package Development

Introduction

This project involves the development of an R package for Hidden Markov Models (HMMs) in longitudinal data analysis. The package, named regmhmm, incorporates features for flexible modeling, variable selection using regularization techniques, and efficient computation with the Expectation-Maximization (EM) algorithm.

Features

• Flexible Modeling: Build HMMs and mixed HMMs for longitudinal data analysis.
• Variable Selection: Perform variable selection within HMMs using regularization.
• Efficient Computation: Utilize the Expectation-Maximization (EM) algorithm with coordinate descent for optimal computational performance.

Installation

# Install the development version from GitHub:
devtools::install_github("HenryLeongStat/regmhmm")

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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