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]
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 02 May. 2025.
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
04/0204/0304/0404/0504/0604/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/2804/2904/3005/01Downloads for MatrixHMM23456789101112131415TrendBars

Today's Hot Picks in Authors and Packages

disprofas  
Non-Parametric Dissolution Profile Analysis
Similarity of dissolution profiles is assessed using the similarity factor f2 according to the EMA ...
Download / Learn more Package Citations See dependency  
frailtypack  
Shared, Joint (Generalized) Frailty Models; Surrogate Endpoints
The following several classes of frailty models using a penalized likelihood estimation on the hazar ...
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  
quotedargs  
A Way of Writing Functions that Quote their Arguments
A facility for writing functions that quote their arguments, may sometimes evaluate them in the env ...
Download / Learn more Package Citations See dependency  
nlsem  
Fitting Structural Equation Mixture Models
Estimation of structural equation models with nonlinear effects and underlying nonnormal distributi ...
Download / Learn more Package Citations See dependency  
contFracR  
Continued Fraction Generators and Evaluators
Converts numbers to continued fractions and back again. A solver for Pell's Equation is provided. T ...
Download / Learn more Package Citations See dependency  

24,142

R Packages

207,311

Dependencies

65,312

Author Associations

24,143

Publication Badges

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