nll_Rcpp

matrix containing the state-dependent distribution values for each observation (row) and state (column), respectively.

allprobs

gamma

delta

Evaluation of the negative HMM log-likelihood function based on the forward algorithm, written in <code>C++</code> (internal function, called by the function <code><a rd-options="" href="/link/npllHSMM?package=PHSMM&version=1.0" data-mini-rdoc="PHSMM::npllHSMM">npllHSMM</a></code>).

Provides tools for penalised maximum likelihood estimation of hidden semi-Markov models (HSMMs) with flexible state dwell-time distributions. These include functions for model fitting, model checking and state-decoding. The package considers HSMMs for univariate time series with state-dependent gamma, normal, Poisson or Bernoulli distributions. For details, see Pohle, J., Adam, T. and Beumer, L.T. (2021): Flexible estimation of the state dwell-time distribution in hidden semi-Markov models. <arXiv:2101.09197>.

Jennifer Pohle

PHSMM

Penalised Maximum Likelihood Estimation for Hidden Semi-Markov
Models

nll_Rcpp function

Evaluation of the negative HMM log-likelihood function based on the forward algorithm, written in <code>C++</code> (internal function, called by the function <code><a rd-options='' href='npllHSMM'>npllHSMM</a></code>).

nll_Rcpp: Negative log-likelihood evaluation

Description

Usage

Arguments

Value