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GenHMM1d

Goodness-of-Fit for Zero-Inflated Univariate Hidden Markov Models

v0.2.6 · Sep 7, 2025 · GPL-3

Description

Inference, goodness-of-fit tests, and predictions for continuous and discrete univariate Hidden Markov Models (HMM), including zero-inflated distributions. The goodness-of-fit test is based on a Cramer-von Mises statistic and uses parametric bootstrap to estimate the p-value. The description of the methodology is taken from Nasri et al (2020) <doi:10.1029/2019WR025122>.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies doParallel foreach ggplot2 matrixcalc reshape2 rmutil VaRES VGAM EnvStats GLDEX GeneralizedHyperbolic actuar extraDistr gamlss.dist sgt +4 more dependencies GenHMM1d

Version History

new 0.2.6 Mar 10, 2026
updated 0.2.6 ← 0.2.1 diff Sep 7, 2025
updated 0.2.1 ← 0.1.0 diff Mar 12, 2025
new 0.1.0 Jan 20, 2021