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CDGHMM  

Hidden Markov Models for Multivariate Panel Data
View on CRAN: Click here


Download and install CDGHMM package within the R console
Install from CRAN:
install.packages("CDGHMM")

Install from Github:
library("remotes")
install_github("cran/CDGHMM")

Install by package version:
library("remotes")
install_version("CDGHMM", "0.1.5")



Attach the package and use:
library("CDGHMM")
Maintained by
Mackenzie R. Neal
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-05-16
Latest Update: 2025-06-12
Description:
Estimates hidden Markov models from the family of Cholesky-decomposed Gaussian hidden Markov models (CDGHMM) under various missingness schemes. This family improves upon estimation of traditional Gaussian HMMs by directly modelling the distinct correlation structures that arise from longitudinal data, as well as, controlling for dropped out observations and non-random missingness. See Neal, Sochaniwsky and McNicholas (2024) <doi:10.48550/arXiv.2404.04122>.
How to cite:
Mackenzie R. Neal (2024). CDGHMM: Hidden Markov Models for Multivariate Panel Data. R package version 0.1.5, https://cran.r-project.org/web/packages/CDGHMM. Accessed 03 Oct. 2026.
Previous versions and publish date:
0.1.0 (2024-05-16 16:10), 0.1.1 (2024-11-01 18:20), 0.1.2 (2025-06-12 23:10), 0.1.3 (2026-05-27 21:50), 0.1.4 (2026-05-28 16:50), (2026-07-09 07:59)
Other packages that cited CDGHMM R package
View CDGHMM citation profile
Other R packages that CDGHMM depends, imports, suggests or enhances
Complete documentation for CDGHMM
Functions, R codes and Examples using the CDGHMM R package
Full CDGHMM package functions and examples
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