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HMMR: Flexible and user-friendly probabilistic segmentation of time series (or structured longitudinal data) with regime changes by a regression model governed by a hidden Markov process, fitted by the EM (Baum-Welch) algorithm.
It was written in R Markdown, using the knitr package for production.
See help(package="samurais")
for further details and references provided by citation("samurais")
.
hmmr <- emHMMR(univtoydataset$x, univtoydataset$y, K, p, variance_type, n_tries,
max_iter, threshold, verbose)
## EM: Iteration : 1 || log-likelihood : -1556.39696825601
## EM: Iteration : 2 || log-likelihood : -1022.47935723687
## EM: Iteration : 3 || log-likelihood : -1019.51830707432
## EM: Iteration : 4 || log-likelihood : -1019.51780361388
hmmr$summary()
## ---------------------
## Fitted HMMR model
## ---------------------
##
## HMMR model with K = 5 components:
##
## log-likelihood nu AIC BIC
## -1019.518 49 -1068.518 -1178.946
##
## Clustering table (Number of observations in each regimes):
##
## 1 2 3 4 5
## 100 120 200 100 150
##
## Regression coefficients:
##
## Beta(K = 1) Beta(K = 2) Beta(K = 3) Beta(K = 4) Beta(K = 5)
## 1 6.031872e-02 -5.326689 -2.65064 120.8612 3.858683
## X^1 -7.424715e+00 157.189455 43.13601 -474.9870 13.757279
## X^2 2.931651e+02 -643.706204 -92.68115 598.3726 -34.384734
## X^3 -1.823559e+03 855.171715 66.18499 -244.5175 20.632196
##
## Variances:
##
## Sigma2(K = 1) Sigma2(K = 2) Sigma2(K = 3) Sigma2(K = 4) Sigma2(K = 5)
## 1.220624 1.111487 1.080043 0.9779724 1.028399
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.