Crandore Hub

PHSMM

Penalised Maximum Likelihood Estimation for Hidden Semi-Markov Models

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>.

Versions across snapshots

VersionRepositoryFileSize
1.0 rolling linux/jammy R-4.5 PHSMM_1.0.tar.gz 235.6 KiB
1.0 rolling linux/noble R-4.5 PHSMM_1.0.tar.gz 236.5 KiB
1.0 rolling source/ R- PHSMM_1.0.tar.gz 153.7 KiB
1.0 latest linux/jammy R-4.5 PHSMM_1.0.tar.gz 235.6 KiB
1.0 latest linux/noble R-4.5 PHSMM_1.0.tar.gz 236.5 KiB
1.0 latest source/ R- PHSMM_1.0.tar.gz 153.7 KiB
1.0 2026-04-26 source/ R- PHSMM_1.0.tar.gz 153.7 KiB
1.0 2026-04-23 source/ R- PHSMM_1.0.tar.gz 153.7 KiB
1.0 2026-04-09 windows/windows R-4.5 PHSMM_1.0.zip 558.9 KiB
1.0 2025-04-20 source/ R- PHSMM_1.0.tar.gz 153.7 KiB

Dependencies (latest)

Imports

LinkingTo