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HMMHSMM: Inference and Estimation of Hidden Markov Models and Hidden Semi-Markov Models

Provides flexible maximum likelihood estimation and inference for Hidden Markov Models (HMMs) and Hidden Semi-Markov Models (HSMMs), as well as the underlying systems in which they operate. The package supports a wide range of observation and dwell-time distributions, offering a flexible modelling framework suitable for diverse practical data. Efficient implementations of the forward-backward and Viterbi algorithms are provided via 'Rcpp' for enhanced computational performance. Additional functionality includes model simulation, residual analysis, non-initialised estimation, local and global decoding, calculation of diverse information criteria, computation of confidence intervals using parametric bootstrap methods, numerical covariance matrix estimation, and comprehensive visualisation functions for interpreting the data-generating processes inferred from the models. Methods follow standard approaches described by Guédon (2003) <doi:10.1198/1061860032030>, Zucchini and MacDonald (2009, ISBN:9781584885733), and O'Connell and Højsgaard (2011) <doi:10.18637/jss.v039.i04>.

Version: 0.1.0
Depends: R (≥ 3.5.0)
Imports: Rcpp (≥ 1.0.0), evd, extRemes, stats, MASS, mnormt, grDevices, graphics, utils
LinkingTo: Rcpp
Published: 2025-12-18
DOI: 10.32614/CRAN.package.HMMHSMM
Author: Aimee Cody [aut], Ting Wang [cre, ctb] (Research Supervisor)
Maintainer: Ting Wang <ting.wang at otago.ac.nz>
License: GPL-3
NeedsCompilation: yes
CRAN checks: HMMHSMM results

Documentation:

Reference manual: HMMHSMM.html , HMMHSMM.pdf

Downloads:

Package source: HMMHSMM_0.1.0.tar.gz
Windows binaries: r-devel: HMMHSMM_0.1.0.zip, r-release: HMMHSMM_0.1.0.zip, r-oldrel: HMMHSMM_0.1.0.zip
macOS binaries: r-release (arm64): HMMHSMM_0.1.0.tgz, r-oldrel (arm64): HMMHSMM_0.1.0.tgz, r-release (x86_64): HMMHSMM_0.1.0.tgz, r-oldrel (x86_64): HMMHSMM_0.1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=HMMHSMM to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.