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MatrixHMM

Parsimonious Families of Hidden Markov Models for Matrix-Variate Longitudinal Data

v1.0.0 · Aug 28, 2024 · GPL (>= 3)
CRAN GitHub Mirror

Description

Implements three families of parsimonious hidden Markov models (HMMs) for matrix-variate longitudinal data using the Expectation-Conditional Maximization (ECM) algorithm. The package supports matrix-variate normal, t, and contaminated normal distributions as emission distributions. For each hidden state, parsimony is achieved through the eigen-decomposition of the covariance matrices associated with the emission distribution. This approach results in a comprehensive set of 98 parsimonious HMMs for each type of emission distribution. Atypical matrix detection is also supported, utilizing the fitted (heavy-tailed) models.

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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 31, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 30, 2026
ERROR r-devel-linux-x86_64-fedora-clang

examples

Running examples in ‘MatrixHMM-Ex.R’ failed
The error most likely occurred in:

> ### Name: Eigen.HMM_fit
> ### Title: Fitting Parsimonious Hidden Markov Models for Matrix-Variate
> ###   Longitudinal Data
> ### Aliases: Eigen.HMM_fit
> 
> ### ** Exa
...[truncated]...
RUE,  :
  port 11064 cannot be opened
Error in socketConnection(port = port, server = TRUE, blocking = TRUE,  : 
  cannot open the connection
Calls: Eigen.HMM_init ... <Anonymous> -> makeSOCKcluster -> newSOCKnode -> socketConnection
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 20, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 10, 2026
ERROR r-release-windows-x86_64

examples

Running examples in 'MatrixHMM-Ex.R' failed
The error most likely occurred in:

> ### Name: Eigen.HMM_fit
> ### Title: Fitting Parsimonious Hidden Markov Models for Matrix-Variate
> ###   Longitudinal Data
> ### Aliases: Eigen.HMM_fit
> 
> ### ** Exa
...[truncated]...
RUE,  :
  port 11690 cannot be opened
Error in socketConnection(port = port, server = TRUE, blocking = TRUE,  : 
  cannot open the connection
Calls: Eigen.HMM_init ... <Anonymous> -> makeSOCKcluster -> newSOCKnode -> socketConnection
Execution halted

Dependency Network

Dependencies Reverse dependencies data.table doSNOW foreach LaplacesDemon mclust progress snow tensor tidyr withr MatrixHMM

Version History

new 1.0.0 Mar 10, 2026