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 12 Oct. 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

SLEMI  
Statistical Learning Based Estimation of Mutual Information
The implementation of the algorithm for estimation of mutual information and channel capacity from e ...
Download / Learn more Package Citations See dependency  
cglasso  
Conditional Graphical LASSO for Gaussian Graphical Models with Censored and Missing Values
Conditional graphical lasso estimator is an extension of the graphical lasso proposed to estimate th ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
gwavr  
Get Water Attributes Visually in R
Provides methods to Get Water Attributes Visually in R ('gwavr'). This allows the user to point and ...
Download / Learn more Package Citations See dependency  
ggparliament  
Parliament Plots
Simple parliament plots using 'ggplot2'. Visualize election results as points in the architectural l ...
Download / Learn more Package Citations See dependency  

29,000

R Packages

247,686

Dependencies

76,729

Author Associations

29,001

Publication Badges

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