Package: PHSMM
Type: Package
Title: Penalised Maximum Likelihood Estimation for Hidden Semi-Markov
        Models
Version: 1.0
Date: 2021-01-28
Author: Jennifer Pohle
Maintainer: Jennifer Pohle <jennifer.pohle@uni-bielefeld.de>
Description: 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>.
License: GPL-3
Imports: Rcpp (>= 1.0.5)
Depends: R (>= 4.0.0)
LinkingTo: Rcpp, RcppArmadillo
LazyData: true
NeedsCompilation: yes
Packaged: 2021-02-04 15:51:01 UTC; jenni
Repository: CRAN
Date/Publication: 2021-02-09 10:10:02 UTC
