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CDGHMM

0.1.5

Hidden Markov Models for Multivariate Panel Data

0packages depend
2.5Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by Mackenzie R. NealFirst published 2024-05-166 releasesCRAN page ↗

Estimates hidden Markov models from the family of Cholesky-decomposed Gaussian hidden Markov models (CDGHMM) under various missingness schemes. This family improves upon estimation of traditional Gaussian HMMs by introducing parsimony, as well as, controlling for dropped out observations and non-random missingness. See Neal, Sochaniwsky and McNicholas (2024) DOI:10.1007/s11222-024-10462-0.

Install

Health

CRAN checks
13OK
Slowest check: 57 s · r-oldrel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
3
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
0%
Documented parameters
100%
Return-value docs
100%
References docs
100%

Downloads

2.5K
CRAN downloads in the past year
Rank #9,607 · ~7/day · ~208/mo
Daily download trend is not available in this view yet.
19630 days
98990 days
2.5K1 year
Compare downloads with other packages →
Also on303 r2u27 autocran

Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (3)
MASSmvtnormMatrix
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (3)
Maintainer (1)
Author, Maintainer
Authors (3)
Author, Maintainer
Package Timeline

6 releases. Pick two to compare their code metrics. R releases are shown for context.

  • 0.1.5Latest
    2026-06-04 · current release · diff ↗
  • 0.1.4
    2026-05-28 · diff ↗
  • 0.1.3
    2026-05-28 · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.2
    2025-06-12 · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • 0.1.1
    2024-11-01 · diff ↗
  • 0.1.0
    2024-05-16
  • R
    R 4.4.0 released · 2024-04-24

Package metadata

First published
2024-05-16
Total releases
6 / 2 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 3.5.0
Bundled data
16 KB / 1 file
Download size
26 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("CDGHMM")
Neal, M. R., McNicholas, P. D., & Sochaniwsky, A. A. (2026). CDGHMM: Hidden Markov Models for Multivariate Panel Data (Version 0.1.5) [Computer software]. https://doi.org/10.32614/CRAN.package.CDGHMM

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for CDGHMM version 0.1.5 [Data set]. HJJB, LLC. Data release v2026-08-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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