Penalized Estimation of Flexible Hidden Markov Models for Time Series of Counts

Provides tools for penalized estimation of flexible hidden Markov models for time series of counts w/o the need to specify a (parametric) family of distributions. These include functions for model fitting, model checking, and state decoding. For details, see Adam, T., Langrock, R., and Weiß, C.H. (2019): Penalized Estimation of Flexible Hidden Markov Models for Time Series of Counts. .


Reference manual

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install.packages("countHMM")

0.1.0 by Timo Adam, 7 years ago


Browse source code at https://github.com/cran/countHMM


Authors: Timo Adam


Documentation:   PDF Manual  


GPL-3 license



See at CRAN