Home - slzhang-fd/hmmgibbs GitHub Wiki

hmmgibbs is an R package for estimating a Hidden Markov Model using full Bayesian Gibbs sampler.

Why hmmgibbs?

• fast speed.
• general algorithm which is able to handle a group of models.
• written concisely in pure R.

Install the hmmgibbs package from github

## install required packages
required_packages <- c("remotes", "armspp", "Rcpp", "RcppArmadillo", "MCMCpack")
new_packages <- required_packages[!(required_packages %in% installed.packages()[,"Package"])]
if(length(new_packages)) install.packages(new_packages)

remotes::install_github("slzhang-fd/hmmgibbs")

Usage

Check examples in

• Single process model