HMMmlselect: Determine the Number of States in Hidden Markov Models via Marginal Likelihood

Provide functions to make estimate the number of states for a hidden Markov model (HMM) using marginal likelihood method proposed by the authors. See the Manual.pdf file a detail description of all functions, and a detail tutorial.

Version: 0.1.6
Imports: HiddenMarkov, mclust, mvtnorm, stats, MCMCpack, Rcpp (≥ 0.12.10)
LinkingTo: Rcpp
Published: 2020-05-03
DOI: 10.32614/CRAN.package.HMMmlselect
Author: Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and S. C. Kou.
Maintainer: Chu-Lan Michael Kao <chulankao at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: C++11
CRAN checks: HMMmlselect results


Reference manual: HMMmlselect.pdf


Package source: HMMmlselect_0.1.6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): HMMmlselect_0.1.6.tgz, r-oldrel (arm64): HMMmlselect_0.1.6.tgz, r-release (x86_64): HMMmlselect_0.1.6.tgz, r-oldrel (x86_64): HMMmlselect_0.1.6.tgz
Old sources: HMMmlselect archive


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