HMMmlselect: Determine the Number of States in Hidden Markov Models via Marginal Likelihood

Provide functions to make estimate the number of states for a hidden Markov model (HMM) using marginal likelihood method proposed by the authors. See the Manual.pdf file a detail description of all functions, and a detail tutorial.

Version: 0.1.4
Imports: HiddenMarkov, mclust, mvtnorm, stats, DirichletReg, Rcpp (≥ 0.12.10)
LinkingTo: Rcpp
Published: 2019-06-05
Author: Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and S. C. Kou.
Maintainer: Chu-Lan Michael Kao <chulankao at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: C++11
CRAN checks: HMMmlselect results

Downloads:

Reference manual: HMMmlselect.pdf
Package source: HMMmlselect_0.1.4.tar.gz
Windows binaries: r-devel: HMMmlselect_0.1.4.zip, r-release: HMMmlselect_0.1.4.zip, r-oldrel: HMMmlselect_0.1.1.zip
OS X binaries: r-release: HMMmlselect_0.1.4.tgz, r-oldrel: HMMmlselect_0.1.4.tgz
Old sources: HMMmlselect archive

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