Package: mhsmm 0.4.21

Jared OConnell

mhsmm: Inference for Hidden Markov and Semi-Markov Models

Parameter estimation and prediction for hidden Markov and semi-Markov models for data with multiple observation sequences. Suitable for equidistant time series data, with multivariate and/or missing data. Allows user defined emission distributions.

Authors:Jared O'Connell <jaredoconnell@gmail.com>, Søren Højsgaard <sorenh@math.aau.dk>

mhsmm_0.4.21.tar.gz
mhsmm_0.4.21.tar.gz(r-4.5-noble)mhsmm_0.4.21.tar.gz(r-4.4-noble)
mhsmm_0.4.21.tgz(r-4.4-emscripten)mhsmm_0.4.21.tgz(r-4.3-emscripten)
mhsmm.pdf |mhsmm.html✨
mhsmm/json (API)

# Install 'mhsmm' in R:

install.packages('mhsmm', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Datasets:

reproai - Artificial insemination times for seven cows
reprocows - Reproductive data from seven dairy cows
reproppa - Observed lengths of post-partum anoestrus for 73 dairy cows

On CRAN:

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

3.56 score 3 stars 2 packages 729 downloads 1 mentions 34 exports 1 dependencies

Last updated 2 years agofrom:6dd5245769. Checks:3 OK. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	OK	Mar 15 2025
R-4.5-linux-x86_64	OK	Mar 15 2025
R-4.4-linux-x86_64	OK	Mar 15 2025

Exports:addStates createTransition dmvnorm.hsmm dnorm.hsmm dpois.hsmm gammafit hmmfit hmmspec hsmmfit hsmmspec mstep.mvnorm mstep.norm mstep.pois plot.hsmm plot.hsmm.data predict.hmm predict.hmmspec predict.hsmm predict.hsmmspec predict.smoothDiscrete print.hmm print.hmmspec print.hsmmspec print.smoothDiscrete rmvnorm.hsmm rnorm.hsmm rpois.hsmm sim.mc simulate.hmmspec simulate.hsmmspec smooth.discrete summary.hmm summary.hsmm summary.smoothDiscrete

Dependencies:mvtnorm

Smoothing discrete data (I) - smooth.discrete()

Rendered fromDHMM1.Rnwusingutils::Sweaveon Mar 15 2025.

Last update: 2023-08-23
Started: 2012-09-03

Smoothing discrete data (II)

Rendered fromDHMM2.Rnwusingutils::Sweaveon Mar 15 2025.

Last update: 2023-08-23
Started: 2012-09-03

Citation

To cite mhsmm in publications use:

Jared O'Connell, Soren Hojsgaard (2011). Hidden Semi Markov Models for Multiple Observation Sequences: The mhsmm Package for R. Journal of Statistical Software, 39(4), 1-22. URL http://www.jstatsoft.org/v39/i04/.

Corresponding BibTeX entry:

  @Article{,
    title = {Hidden Semi Markov Models for Multiple Observation
      Sequences: The {mhsmm} Package for {R}},
    author = {Jared O'Connell and Søren Højsgaard},
    journal = {Journal of Statistical Software},
    year = {2011},
    volume = {39},
    number = {4},
    pages = {1--22},
    url = {https://doi.org/10.18637/jss.v039.i04},
  }

Readme and manuals

Help Manual

Help page	Topics
Adds a bar representing state sequence.	addStates
Emission ensity function for a multivariate normal emission distribution	dmvnorm.hsmm
Emission density function for normal emission distribution	dnorm.hsmm
Emission density function for Poisson emission distribution	dpois.hsmm
Parameter estimation for the Gamma distribution	gammafit
fit a hidden Markov model	hmmfit
Specificatin of HMMs	hmmspec
fit a hidden semi-Markov model	hsmmfit
Hidden semi-Markov model specification	hsmmspec
Performs re-estimation (the M-step) for a multivariate normal emission distribution	mstep.mvnorm
Performs re-estimation (the M-step) for a normal emission distribution	mstep.norm
Performs re-estimation (the M-step) for a Poisson emission distribution	mstep.pois
Plot function for hsmms	plot.hsmm
Plot function for hsmm data	plot.hsmm.data
Prediction function for hmm	predict.hmm
Prediction function for hmmspec	predict.hmmspec
Prediction for hsmms	predict.hsmm
Prediction for hsmmspec	predict.hsmmspec
Print method for hmm objects	print.hmm
Print function for hmmspec	print.hmmspec
Print function for hsmmspec	print.hsmmspec
Artificial insemination times for seven cows	reproai
Reproductive data from seven dairy cows	reprocows
Observed lengths of post-partum anoestrus for 73 dairy cows	reproppa
Random number generation from a multivariate normal distributed emission distribution	rmvnorm.hsmm
Random number generation from a normally distributed emission distribution	rnorm.hsmm
Random number generation from a Poisson distributed emission distribution	rpois.hsmm
Markov chain simulation	sim.mc
Simulation of hidden Markov models	simulate.hmmspec
Simulation for HSMMs	simulate.hsmmspec
Smoothing a discrete time series.	createTransition predict.smoothDiscrete print.smoothDiscrete smooth.discrete summary.smoothDiscrete
Summary method for hmm objects	summary.hmm
Summary function for hsmm	summary.hsmm