Penalized Estimation of Flexible Hidden Markov Models for Time
Series of Counts
Description
Provides tools for penalized estimation of flexible hidden Markov models for time series of counts w/o the need to specify a (parametric) family of distributions. These include functions for model fitting, model checking, and state decoding. For details, see Adam, T., Langrock, R., and Wei<9f>, C.H. (2019): Penalized Estimation of Flexible Hidden Markov Models for Time Series of Counts. .