Package: hhsmm 0.2.5

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>).

Authors:Morteza Amini [aut, cre, cph], Afarin Bayat [aut], Reza Salehian [aut]