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Mixture and Hidden Markov Models with R

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Publication:5865764
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DOI10.1007/978-3-031-01440-6OpenAlexW4285306090MaRDI QIDQ5865764

Ingmar Visser, Maarten Speekenbrink

Publication date: 9 June 2022

Published in: Use R! (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-01440-6


Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Statistics on algebraic and topological structures (62Rxx)


Related Items

Optimal stock portfolio selection with a multivariate hidden Markov model, hmmr


Uses Software

  • R
  • nlme
  • ggplot2
  • DONLP2
  • Rdonlp2
  • depmixS4
  • numDeriv
  • Rsolnp


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