Package: PHSMM 1.0

Jennifer Pohle

PHSMM: Penalised Maximum Likelihood Estimation for Hidden Semi-Markov Models

Provides tools for penalised maximum likelihood estimation of hidden semi-Markov models (HSMMs) with flexible state dwell-time distributions. These include functions for model fitting, model checking and state-decoding. The package considers HSMMs for univariate time series with state-dependent gamma, normal, Poisson or Bernoulli distributions. For details, see Pohle, J., Adam, T. and Beumer, L.T. (2021): Flexible estimation of the state dwell-time distribution in hidden semi-Markov models. <arxiv:2101.09197>.

Authors:Jennifer Pohle

PHSMM_1.0.tar.gz
PHSMM_1.0.tar.gz(r-4.5-noble)PHSMM_1.0.tar.gz(r-4.4-noble)
PHSMM_1.0.tgz(r-4.4-emscripten)PHSMM_1.0.tgz(r-4.3-emscripten)
PHSMM.pdf |PHSMM.html✨
PHSMM/json (API)

# Install 'PHSMM' in R:
install.packages('PHSMM', repos = 'https://cloud.r-project.org')
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

Conda:

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

openblascpp

1.00 score 359 downloads 11 exports 2 dependencies

Last updated 4 years agofrom:a2150c306a. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 29 2025
R-4.5-linux-x86_64OKMar 29 2025
R-4.4-linux-x86_64OKMar 29 2025

Exports:dberndecodeHSMMn2wHSMMnll_RcppnpllHSMMpbernplotDwpmleHSMMpseudoResHSMMtpmHMMw2nHSMM

Dependencies:RcppRcppArmadillo

Citation

To cite package ‘PHSMM’ in publications use:

Pohle J (2021). PHSMM: Penalised Maximum Likelihood Estimation for Hidden Semi-Markov Models. R package version 1.0, https://CRAN.R-project.org/package=PHSMM.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry: 

  @Manual{,
    title = {PHSMM: Penalised Maximum Likelihood Estimation for Hidden
      Semi-Markov Models},
    author = {Jennifer Pohle},
    year = {2021},
    note = {R package version 1.0},
    url = {https://CRAN.R-project.org/package=PHSMM},
  }