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eglhmm (version 0.1-3)

Extended Generalised Linear Hidden Markov Models

Description

Fits a variety of hidden Markov models, structured in an extended generalized linear model framework. See T. Rolf Turner, Murray A. Cameron, and Peter J. Thomson (1998) , and Rolf Turner (2008) and the references cited therein.

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Version

Install

install.packages('eglhmm')

Monthly Downloads

138

Version

0.1-3

License

GPL (>= 2)

Maintainer

Rolf Turner

Last Published

February 12th, 2024

Functions in eglhmm (0.1-3)

eglhmm-internal

Internal eglhmm functions.
crossval

Cross validate an extended generalised linear hidden Markov model.
ionChannelData

Ion channel data
hydroData

Canadian hydrological data sets.
fitted.eglhmm

Predict method for extended generalised linear hidden Markov models.
miscprints

Specialised print methods.
eglhmm

Fit (extended) generalised linear hidden Markov models.
monoCyteSim

Simulated monocyte counts and psychosis symptoms.
reorder.eglhmm

Reorder the states of a fitted eglhmm model
reglhmm

Simulate data from a hidden generalised linear Markov model.
plot.eglhmm

Plot the results of an eglhmm fit.
postHocGradHess

Obtain gradient and Hessian, post hoc.
weissData

Data from “An Introduction to Discrete-Valued Time Series”
anova.eglhmm

Test for a difference between two fitted eglhmm models.
bcov

Bootstrap covariance.
SydColDat

Sydney coliform bacteria data