An implementation of the multilevel (also known as mixed or random effects) hidden Markov model using Bayesian estimation in R. The multilevel hidden Markov model (HMM) is a generalization of the well-known hidden Markov model, for the latter see Rabiner (1989) <doi:10.1109/5.18626>. The multilevel HMM is tailored to accommodate (intense) longitudinal data of multiple individuals simultaneously, see e.g., de Haan-Rietdijk et al. <doi:10.1080/00273171.2017.1370364>. Using a multilevel framework, we allow for heterogeneity in the model parameters (transition probability matrix and conditional distribution), while estimating one overall HMM. The model can be fitted on multivariate data with a categorical distribution, and include individual level covariates (allowing for e.g., group comparisons on model parameters). Parameters are estimated using Bayesian estimation utilizing the forward-backward recursion within a hybrid Metropolis within Gibbs sampler. The package also includes various visualization options, a function to simulate data, and a function to obtain the most likely hidden state sequence for each individual using the Viterbi algorithm.
| Version: | 0.2.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | MCMCpack, mvtnorm, stats, Rdpack, Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | knitr, rmarkdown, alluvial, grDevices, RColorBrewer, testthat (≥ 2.1.0) |
| Published: | 2022-08-17 |
| Author: | Emmeke Aarts [aut, cre], Sebastian Mildiner Moraga [ctb] |
| Maintainer: | Emmeke Aarts <e.aarts at uu.nl> |
| BugReports: | https://github.com/emmekeaarts/mHMMbayes/issues |
| License: | GPL-3 |
| URL: | https://github.com/emmekeaarts/mHMMbayes |
| NeedsCompilation: | yes |
| SystemRequirements: | GNU make |
| Materials: | README NEWS |
| CRAN checks: | mHMMbayes results |
| Reference manual: | mHMMbayes.pdf |
| Vignettes: |
Estimation of the multilevel hidden Markov model Multilevel HMM tutorial |
| Package source: | mHMMbayes_0.2.0.tar.gz |
| Windows binaries: | r-devel: mHMMbayes_0.2.0.zip, r-release: mHMMbayes_0.2.0.zip, r-oldrel: mHMMbayes_0.2.0.zip |
| macOS binaries: | r-release (arm64): mHMMbayes_0.2.0.tgz, r-oldrel (arm64): mHMMbayes_0.2.0.tgz, r-release (x86_64): mHMMbayes_0.2.0.tgz, r-oldrel (x86_64): mHMMbayes_0.2.0.tgz |
| Old sources: | mHMMbayes archive |
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