Other packages > Find by keyword >

GaussianHMM1d  

Inference, Goodness-of-Fit and Forecast for Univariate Gaussian Hidden Markov Models
View on CRAN: Click here


Download and install GaussianHMM1d package within the R console
Install from CRAN:
install.packages("GaussianHMM1d")

Install from Github:
library("remotes")
install_github("cran/GaussianHMM1d")

Install by package version:
library("remotes")
install_version("GaussianHMM1d", "1.1.2")



Attach the package and use:
library("GaussianHMM1d")
Maintained by
Bouchra R. Nasri
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-03-07
Latest Update: 2025-02-05
Description:
Inference, goodness-of-fit test, and prediction densities and intervals for univariate Gaussian Hidden Markov Models (HMM). The goodness-of-fit is based on a Cramer-von Mises statistic and uses parametric bootstrap to estimate the p-value. The description of the methodology is taken from Chapter 10.2 of Remillard (2013) .
How to cite:
Bouchra R. Nasri (2019). GaussianHMM1d: Inference, Goodness-of-Fit and Forecast for Univariate Gaussian Hidden Markov Models. R package version 1.1.2, https://cran.r-project.org/web/packages/GaussianHMM1d. Accessed 01 Sep. 2026.
Previous versions and publish date:
1.0.1 (2019-03-07 18:22), 1.1.0 (2023-06-24 20:50), 1.1.1 (2023-07-08 12:50), (2026-07-09 08:05)
Other packages that cited GaussianHMM1d R package
View GaussianHMM1d citation profile
Other R packages that GaussianHMM1d depends, imports, suggests or enhances
Complete documentation for GaussianHMM1d
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

FGLMtrunc  
Truncated Functional Generalized Linear Models
An implementation of the methodologies described in Xi Liu, Afshin A. Divani, and Alexander Petersen ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
arrApply  
Apply a Function to a Margin of an Array
High performance variant of apply() for a fixed set of functions. Considerable speedup of this impl ...
Download / Learn more Package Citations See dependency  
KSgeneral  
Computing P-Values of the One-Sample K-S Test and the Two-Sample K-S and Kuiper Tests for (Dis)Continuous Null Distribution
Computes a p-value of the one-sample two-sided (or one-sided, as a special case) Kolmogorov-Smirnov ...
Download / Learn more Package Citations See dependency  
rddensity  
Manipulation Testing Based on Density Discontinuity
Density discontinuity testing (a.k.a. manipulation testing) is commonly employed in regression disco ...
Download / Learn more Package Citations See dependency  

28,437

R Packages

239,283

Dependencies

75,283

Author Associations

28,438

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA