Other packages > Find by keyword >

MatrixHMM  

Parsimonious Families of Hidden Markov Models for Matrix-Variate Longitudinal Data
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("MatrixHMM", "1.0.0")



Attach the package and use:
library("MatrixHMM")
Maintained by
Salvatore D. Tomarchio
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-08-28
Latest Update: 2024-08-28
Description:
Implements three families of parsimonious hidden Markov models (HMMs) for matrix-variate longitudinal data using the Expectation-Conditional Maximization (ECM) algorithm. The package supports matrix-variate normal, t, and contaminated normal distributions as emission distributions. For each hidden state, parsimony is achieved through the eigen-decomposition of the covariance matrices associated with the emission distribution. This approach results in a comprehensive set of 98 parsimonious HMMs for each type of emission distribution. Atypical matrix detection is also supported, utilizing the fitted (heavy-tailed) models.
How to cite:
Salvatore D. Tomarchio (2024). MatrixHMM: Parsimonious Families of Hidden Markov Models for Matrix-Variate Longitudinal Data. R package version 1.0.0, https://cran.r-project.org/web/packages/MatrixHMM. Accessed 29 Oct. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited MatrixHMM R package
View MatrixHMM citation profile
Other R packages that MatrixHMM depends, imports, suggests or enhances
Complete documentation for MatrixHMM
Functions, R codes and Examples using the MatrixHMM R package
Full MatrixHMM package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

fastRG  
Sample Generalized Random Dot Product Graphs in Linear Time
Samples generalized random product graphs, a generalization of a broad class of network models. Giv ...
Download / Learn more Package Citations See dependency  
personalized2part  
Two-Part Estimation of Treatment Rules for Semi-Continuous Data
Implements the methodology of Huling, Smith, and Chen (2020) , w ...
Download / Learn more Package Citations See dependency  
binovisualfields  
Depth-Dependent Binocular Visual Fields Simulation
Simulation and visualization depth-dependent integrated visual fields. Visual fields are measured mo ...
Download / Learn more Package Citations See dependency  
GEVcdn  
GEV Conditional Density Estimation Network
Implements a flexible nonlinear modelling framework for nonstationary generalized extreme value anal ...
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  

29,218

R Packages

247,686

Dependencies

77,281

Author Associations

29,219

Publication Badges

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