Determine the Number of States in Hidden Markov Models via Marginal Likelihood


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Documentation for package ‘HMMmlselect’ version 0.1.6

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HMMmlselect-package Determine the number of states in hidden Markov models via marginal likelihood
check_para_validity check_para_validity
estimateNormalizingConst estimateNormalizingConst
find_importance_function find_importance_function
find_index_local_region find_index_local_region
HMMfit HMMfit
HMMfitting HMMfitting
HMMll HMMll
HMMmlestimate HMMmlestimate
HMMmlselect HMMmlselect
HMMrepsim HMMrepsim
HMMsim HMMsim
HMMsimulate HMMsimulate
ll_un_normalized_hmm_gm ll_un_normalized_hmm_gm
logmvNormdensity logmvNormdensity
logmvTdensity logmvTdensity
multivariate_mixture_density multivariate_mixture_density
PlotHMM PlotHMM
RobustBIC RobustBIC
sample_mixture sample_mixture