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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 06 Jun. 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)
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Complete documentation for GaussianHMM1d
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