GaussianHMM1d 1.0.1

Inference, Goodness-of-Fit and Forecast for Univariate Gaussian Hidden Markov Models

Released Mar 7, 2019 by Bouchra Nasri

This package is available for Renjin and there are no known compatibility issues.


doParallel 1.0.14 foreach 1.4.4

Inference, goodness-of-fit test, and prediction densities and intervals for univariate Gaussian Hidden Markov Models (HMM). The goodness-of-fit 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 Chapter 10.2 of Remillard (2013) .



This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

    <name>bedatadriven public repo</name>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:


Test Results

This package was last tested against Renjin 0.9.2724 on Mar 9, 2019.



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