Package: MatrixHMM 1.0.0

Salvatore D. Tomarchio

MatrixHMM: Parsimonious Families of Hidden Markov Models for Matrix-Variate Longitudinal Data

Implements three families of parsimonious hidden Markov models (HMMs) for matrix-variate longitudinal data using the Expectation-Conditional Maximization (ECM) algorithm. The package supports matrix-variate normal, t, and contaminated normal distributions as emission distributions. For each hidden state, parsimony is achieved through the eigen-decomposition of the covariance matrices associated with the emission distribution. This approach results in a comprehensive set of 98 parsimonious HMMs for each type of emission distribution. Atypical matrix detection is also supported, utilizing the fitted (heavy-tailed) models.

Authors:Salvatore D. Tomarchio [aut, cre]

MatrixHMM_1.0.0.tar.gz
MatrixHMM_1.0.0.tar.gz(r-4.5-noble)MatrixHMM_1.0.0.tar.gz(r-4.4-noble)
MatrixHMM_1.0.0.tgz(r-4.4-emscripten)MatrixHMM_1.0.0.tgz(r-4.3-emscripten)
MatrixHMM.pdf |MatrixHMM.html✨
MatrixHMM/json (API)

# Install 'MatrixHMM' in R:
install.packages('MatrixHMM', repos = 'https://cloud.r-project.org')
Datasets:
  • simData - A Simulated Dataset from a Matrix-Variate t Hidden Markov Model
  • simData2 - A Simulated Dataset with Atypical Matrices

On CRAN:

Conda:

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

1.00 score 188 downloads 6 exports 34 dependencies

Last updated 7 months agofrom:2625f5a46e. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 27 2025
R-4.5-linuxOKMar 27 2025
R-4.4-linuxOKMar 27 2025

Exports:atp.MVCNatp.MVTEigen.HMM_fitEigen.HMM_initextract.bestMr.HMM

Dependencies:clicodetoolscpp11crayondata.tabledoSNOWdplyrfansiforeachgenericsgluehmsiteratorsLaplacesDemonlifecyclemagrittrmclustpillarpkgconfigprettyunitsprogresspurrrR6rlangsnowstringistringrtensortibbletidyrtidyselectutf8vctrswithr

Citation

To cite package ‘MatrixHMM’ in publications use:

Tomarchio S (2024). MatrixHMM: Parsimonious Families of Hidden Markov Models for Matrix-Variate Longitudinal Data. R package version 1.0.0, https://CRAN.R-project.org/package=MatrixHMM.

Corresponding BibTeX entry: 

  @Manual{,
    title = {MatrixHMM: Parsimonious Families of Hidden Markov Models
      for Matrix-Variate Longitudinal Data},
    author = {Salvatore D. Tomarchio},
    year = {2024},
    note = {R package version 1.0.0},
    url = {https://CRAN.R-project.org/package=MatrixHMM},
  }