Package: CDGHMM 0.1.1
CDGHMM: Hidden Markov Models for Multivariate Panel Data
Estimates hidden Markov models from the family of Cholesky-decomposed Gaussian hidden Markov models (CDGHMM) under various missingness schemes. This family improves upon estimation of traditional Gaussian HMMs by introducing parsimony, as well as, controlling for dropped out observations and non-random missingness. See Neal, Sochaniwsky and McNicholas (2024) <doi:10.1007/s11222-024-10462-0>.
Authors:
CDGHMM_0.1.1.tar.gz
CDGHMM_0.1.1.zip(r-4.5)CDGHMM_0.1.1.zip(r-4.4)CDGHMM_0.1.1.zip(r-4.3)
CDGHMM_0.1.1.tgz(r-4.4-any)CDGHMM_0.1.1.tgz(r-4.3-any)
CDGHMM_0.1.1.tar.gz(r-4.5-noble)CDGHMM_0.1.1.tar.gz(r-4.4-noble)
CDGHMM_0.1.1.tgz(r-4.4-emscripten)CDGHMM_0.1.1.tgz(r-4.3-emscripten)
CDGHMM.pdf |CDGHMM.html✨
CDGHMM/json (API)
| # Install 'CDGHMM' in R: |
| install.packages('CDGHMM', repos = c('https://mneal4.r-universe.dev', 'https://cloud.r-project.org')) |
- simulated_data - Simulated data from Simulation 1 in cited paper.
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 5 days agofrom:f97b3c55d2. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 02 2024 |
| R-4.5-win | OK | Nov 02 2024 |
| R-4.5-linux | OK | Nov 02 2024 |
| R-4.4-win | OK | Nov 02 2024 |
| R-4.4-mac | OK | Nov 02 2024 |
| R-4.3-win | OK | Nov 02 2024 |
| R-4.3-mac | OK | Nov 02 2024 |
Exports:cdghmm
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Hidden Markov Models for Multivariate Panel Data | cdghmm |
| Simulated data from Simulation 1 in cited paper. | simulated_data |
