PHSMM: Penalised Maximum Likelihood Estimation for Hidden Semi-Markov Models

Provides tools for penalised maximum likelihood estimation of hidden semi-Markov models (HSMMs) with flexible state dwell-time distributions. These include functions for model fitting, model checking and state-decoding. The package considers HSMMs for univariate time series with state-dependent gamma, normal, Poisson or Bernoulli distributions. For details, see Pohle, J., Adam, T. and Beumer, L.T. (2021): Flexible estimation of the state dwell-time distribution in hidden semi-Markov models. <doi:10.48550/arXiv.2101.09197>.

Version: 1.0
Depends: R (≥ 4.0.0)
Imports: Rcpp (≥ 1.0.5)
LinkingTo: Rcpp, RcppArmadillo
Published: 2021-02-09
DOI: 10.32614/CRAN.package.PHSMM
Author: Jennifer Pohle
Maintainer: Jennifer Pohle <jennifer.pohle at>
License: GPL-3
NeedsCompilation: yes
CRAN checks: PHSMM results


Reference manual: PHSMM.pdf


Package source: PHSMM_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): PHSMM_1.0.tgz, r-oldrel (arm64): PHSMM_1.0.tgz, r-release (x86_64): PHSMM_1.0.tgz, r-oldrel (x86_64): PHSMM_1.0.tgz

Reverse dependencies:

Reverse suggests: LaMa


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