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HMMmlselect (version 0.1.6)

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

Description

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.

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Version

Install

install.packages('HMMmlselect')

Monthly Downloads

160

Version

0.1.6

License

GPL (>= 2)

Maintainer

Chu-Lan Kao

Last Published

May 3rd, 2020

Functions in HMMmlselect (0.1.6)

sample_mixture

sample_mixture
multivariate_mixture_density

multivariate_mixture_density
HMMmlestimate

HMMmlestimate
find_importance_function

find_importance_function
HMMfitting

HMMfitting
HMMfit

HMMfit
estimateNormalizingConst

estimateNormalizingConst
HMMrepsim

HMMrepsim
HMMsim

HMMsim
ll_un_normalized_hmm_gm

ll_un_normalized_hmm_gm
find_index_local_region

find_index_local_region
PlotHMM

PlotHMM
HMMmlselect

HMMmlselect
HMMsimulate

HMMsimulate
HMMll

HMMll
HMMmlselect-package

Determine the number of states in hidden Markov models via marginal likelihood
RobustBIC

RobustBIC
check_para_validity

check_para_validity
logmvTdensity

logmvTdensity
logmvNormdensity

logmvNormdensity