LaMa
2.1.2Fast Numerical Maximum Likelihood Estimation for Latent Markov Models
Overview
A variety of latent Markov models, including hidden Markov models, hidden semi-Markov models, state-space models and continuous-time variants can be formulated and estimated within the same framework via directly maximising the likelihood function using the so-called forward algorithm. Applied researchers often need custom models that standard software does not easily support. Writing tailored 'R' code offers flexibility but suffers from slow estimation speeds. We address these issues by providing easy-to-use functions (written in 'C++' for speed) for common tasks like the forward algorithm. These functions can be combined into custom models in a Lego-type approach, offering up to 10-20 times faster estimation via standard numerical optimisers. To aid in building fully custom likelihood functions, several vignettes are included that show how to simulate data from and estimate all the above model classes.
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Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0111 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-07-255 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-2511 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-04-2211 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 2 earlier snapshots
- ERROR2026-04-1810 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1011 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 98%
- Return-value docs
- 100%
- References docs
- 14%
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Code & Tests
Datasets
People & History
11 releases. Pick two to compare their code metrics. R releases are shown for context.
- 2.1.2Latest
- unarchivedReturned to CRAN2026-07-24
- archivedRemoved from CRAN2026-07-15issues were not corrected in time
- 2.1.12026-05-13 · diff ↗
- RR 4.6.0 released · 2026-04-24
- 2.1.02026-03-16 · diff ↗
- 2.0.62025-09-23 · diff ↗
- 2.0.52025-06-15 · diff ↗
- 2.0.42025-06-05 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 2.0.32025-01-29 · diff ↗
- 2.0.22024-11-20 · diff ↗
- 2.0.12024-11-13 · diff ↗
- 2.0.02024-11-12 · diff ↗
- 1.0.02024-06-04
- RR 4.4.0 released · 2024-04-24
Package metadata
- First published
- 2024-06-04
- Total releases
- 11 / 2 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 229 KB / 2 files
- Download size
- 3.5 MB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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