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mHMMbayes  

Multilevel Hidden Markov Models Using Bayesian Estimation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mHMMbayes", "1.1.1")



Attach the package and use:
library("mHMMbayes")
Maintained by
Emmeke Aarts
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-10-25
Latest Update: 2025-07-11
Description:
An implementation of the multilevel (also known as mixed or random effects) hidden Markov model using Bayesian estimation in R. The multilevel hidden Markov model (HMM) is a generalization of the well-known hidden Markov model, for the latter see Rabiner (1989) . The multilevel HMM is tailored to accommodate (intense) longitudinal data of multiple individuals simultaneously, see e.g., de Haan-Rietdijk et al. . Using a multilevel framework, we allow for heterogeneity in the model parameters (transition probability matrix and conditional distribution), while estimating one overall HMM. The model can be fitted on multivariate data with either a categorical, normal, or Poisson distribution, and include individual level covariates (allowing for e.g., group comparisons on model parameters). Parameters are estimated using Bayesian estimation utilizing the forward-backward recursion within a hybrid Metropolis within Gibbs sampler. Missing data (NA) in the dependent variables is accommodated assuming MAR. The package also includes various visualization options, a function to simulate data, and a function to obtain the most likely hidden state sequence for each individual using the Viterbi algorithm.
How to cite:
Emmeke Aarts (2019). mHMMbayes: Multilevel Hidden Markov Models Using Bayesian Estimation. R package version 1.1.1, https://cran.r-project.org/web/packages/mHMMbayes. Accessed 01 Jul. 2026.
Previous versions and publish date:
0.1.0 (2019-10-25 09:20), 0.1.1 (2019-10-30 12:30), 0.2.0 (2022-08-17 18:00), 1.0.0 (2023-10-02 17:10), 1.1.0 (2024-04-01 14:20)
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Complete documentation for mHMMbayes
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