LaMa
Fast Numerical Maximum Likelihood Estimation for Latent Markov Models
Description
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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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| 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-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 | ERROR |
| r-release-windows-x86_64 | OK |
Check details (1 non-OK)
package dependencies
Package required but not available: ‘RTMB’ Package required and available but unsuitable version: ‘RTMBdist’ See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’ manual.
Check History
ERROR 11 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 25, 2026
package dependencies
Package required but not available: ‘RTMB’ See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’ manual.
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
installed package size
installed size is 7.9Mb
sub-directories of 1Mb or more:
doc 3.1Mb
libs 3.4Mb
installed package size
installed size is 8.0Mb
sub-directories of 1Mb or more:
doc 3.1Mb
libs 3.6Mb
installed package size
installed size is 5.7Mb
sub-directories of 1Mb or more:
doc 3.1Mb
libs 1.3Mb
ERROR 10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/LaMa.Rcheck/00install.out' for details.
installed package size
installed size is 7.9Mb
sub-directories of 1Mb or more:
doc 3.1Mb
libs 3.4Mb
installed package size
installed size is 8.0Mb
sub-directories of 1Mb or more:
doc 3.1Mb
libs 3.6Mb
installed package size
installed size is 5.7Mb
sub-directories of 1Mb or more:
doc 3.1Mb
libs 1.3Mb
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 7.9Mb
sub-directories of 1Mb or more:
doc 3.1Mb
libs 3.4Mb
installed package size
installed size is 8.0Mb
sub-directories of 1Mb or more:
doc 3.1Mb
libs 3.5Mb
installed package size
installed size is 5.7Mb
sub-directories of 1Mb or more:
doc 3.1Mb
libs 1.3Mb