Package: HMMHSMM 0.1.0

Ting Wang

HMMHSMM: Inference and Estimation of Hidden Markov Models and Hidden Semi-Markov Models

Provides flexible maximum likelihood estimation and inference for Hidden Markov Models (HMMs) and Hidden Semi-Markov Models (HSMMs), as well as the underlying systems in which they operate. The package supports a wide range of observation and dwell-time distributions, offering a flexible modelling framework suitable for diverse practical data. Efficient implementations of the forward-backward and Viterbi algorithms are provided via 'Rcpp' for enhanced computational performance. Additional functionality includes model simulation, residual analysis, non-initialised estimation, local and global decoding, calculation of diverse information criteria, computation of confidence intervals using parametric bootstrap methods, numerical covariance matrix estimation, and comprehensive visualisation functions for interpreting the data-generating processes inferred from the models. Methods follow standard approaches described by Guédon (2003) <doi:10.1198/1061860032030>, Zucchini and MacDonald (2009, ISBN:9781584885733), and O'Connell and Højsgaard (2011) <doi:10.18637/jss.v039.i04>.

Authors:Aimee Cody [aut], Ting Wang [cre, ctb]

HMMHSMM_0.1.0.tar.gz
HMMHSMM_0.1.0.tar.gz(r-4.7-arm64)HMMHSMM_0.1.0.tar.gz(r-4.7-x86_64)HMMHSMM_0.1.0.tar.gz(r-4.6-arm64)HMMHSMM_0.1.0.tar.gz(r-4.6-x86_64)
HMMHSMM_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
HMMHSMM/json (API)

# Install 'HMMHSMM' in R:
install.packages('HMMHSMM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • daily_maxima - Daily maxima of geomagnetic rate-of-change data from Eskdalemuir Magnetic Observatory
  • weekly_maxima - Weekly maxima of geomagnetic rate-of-change data from Eskdalemuir Magnetic Observatory

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

1.00 score 146 downloads 23 exports 8 dependencies

Last updated from:89b811c1c0. Checks:6 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK118
linux-devel-x86_64OK127
source / vignettesOK161
linux-release-arm64OK142
linux-release-x86_64OK133
wasm-releaseOK107

Exports:conditionalreturnsHMMgevconditionalreturnsHSMMgevconfintHMMconfintHSMMexceedanceplotHMMgevexceedanceplotHSMMgevfindmleHMMfindmleHMMnostartingfindmleHSMMfindmleHSMMnostartinggenerateHMMgenerateHSMMglobaldecodeHMMglobaldecodeHSMMHMMVarianceMatrixHSMMVarianceMatrixIClocaldecodeHMMlocaldecodeHSMMplotHMMParametersplotHSMMParametersresidualsHMMresidualsHSMM

Dependencies:distilleryevdextRemesLmomentsMASSmnormtRcppRcppArmadillo

Readme and manuals

Help Manual

Help pageTopics
Plot Conditional Return Levels from GEV-HMMconditionalreturnsHMMgev
Plot Conditional Return Levels from GEV-HSMMconditionalreturnsHSMMgev
Bootstrap Confidence Intervals for Hidden Markov ModelsconfintHMM
Bootstrap Confidence Intervals for Hidden Semi-Markov ModelsconfintHSMM
Daily maxima of geomagnetic rate-of-change data from Eskdalemuir Magnetic Observatorydaily_maxima
Plot Exceedance Probabilities from GEV-HMMexceedanceplotHMMgev
Plot Exceedance Probabilities from GEV-HSMMexceedanceplotHSMMgev
Maximum Likelihood Estimation for Hidden Markov ModelsfindmleHMM
Multiple Initialization Maximum Likelihood Estimation for Hidden Markov ModelsfindmleHMMnostarting
Maximum Likelihood Estimation for Hidden Semi-Markov ModelsfindmleHSMM
Fit Hidden Semi-Markov Model (HSMM) Without User-Provided Starting ValuesfindmleHSMMnostarting
Generate Data from a Hidden Markov ModelgenerateHMM
Generate Data from a Hidden Semi-Markov ModelgenerateHSMM
Global Decoding for Hidden Markov ModelsglobaldecodeHMM
Global Decoding of Hidden Semi-Markov ModelsglobaldecodeHSMM
Variance-Covariance Matrix for Hidden Markov ModelsHMMVarianceMatrix
Variance-Covariance Matrix for Hidden Semi-Markov ModelsHSMMVarianceMatrix
Calculate Information Criteria for HMM/HSMM ModelsIC
Local Decoding for Hidden Markov ModelslocaldecodeHMM
Local Decoding for Hidden Semi-Markov ModelslocaldecodeHSMM
Plot Hidden Markov Model Parameters Over TimeplotHMMParameters
Plot Hidden Semi-Markov Model Parameters Over TimeplotHSMMParameters
Ordinary Residuals for Hidden Markov ModelsresidualsHMM
Ordinary Residuals for Hidden Semi-Markov ModelsresidualsHSMM
Weekly maxima of geomagnetic rate-of-change data from Eskdalemuir Magnetic Observatoryweekly_maxima