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mortamini
hhsmm:Hidden Hybrid Markov/Semi-Markov Model Fitting
Develops algorithms for fitting, prediction, simulation and initialization of the hidden hybrid Markov/semi-Markov model, introduced by Guedon (2005) <doi:10.1016/j.csda.2004.05.033>, which also includes several tools for handling missing data, nonparametric mixture of B-splines emissions (Langrock et al., 2015 <doi:10.1111/biom.12282>), fitting regime switching regression (Kim et al., 2008 <doi:10.1016/j.jeconom.2007.10.002>) and auto-regressive hidden hybrid Markov/semi-Markov model, and many other useful tools (read for more description: <arXiv:2109.12489>).
Maintained by Morteza Amini. Last updated 3 years ago.
3 stars 2.48 score 5 scripts