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: |
0.1.6 |
Imports: |
HiddenMarkov, mclust, mvtnorm, stats, MCMCpack, Rcpp (≥
0.12.10) |
LinkingTo: |
Rcpp |
Published: |
2020-05-03 |
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 |
Documentation:
Downloads:
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