Package: rarhsmm
Type: Package
Title: Regularized Autoregressive Hidden Semi Markov Model
Version: 1.0.2
Date: 2017-04-20
Author: Zekun (Jack) Xu, Ye Liu
Maintainer: Zekun Xu <zekunxu@gmail.com>
Description: Fit Gaussian hidden Markov (or semi-Markov) models with / without autoregressive coefficients and with / without regularization. The fitting algorithm for the hidden Markov model is illustrated by Rabiner (1989) <doi:10.1109/5.18626>. The shrinkage estimation on the covariance matrices is based on the graphical lasso method by Freedman (2007) <doi:10.1093/biostatistics/kxm045>. The shrinkage estimation on the autoregressive coefficients uses the elastic net shrinkage detailed in Zou (2005) <doi:10.1111/j.1467-9868.2005.00503.x>.
Depends: R(>= 3.0.0)
License: GPL
LazyData: TRUE
Imports: glmnet
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2017-04-19 19:47:09 UTC; xuzekun
Repository: CRAN
Date/Publication: 2017-04-19 19:57:22 UTC
