regmhmm: 'regmhmm' Fits Hidden Markov Models with Regularization

Designed for longitudinal data analysis using Hidden Markov Models (HMMs). Tailored for applications in healthcare, social sciences, and economics, the main emphasis of this package is on regularization techniques for fitting HMMs. Additionally, it provides an implementation for fitting HMMs without regularization, referencing Zucchini et al. (2017, ISBN:9781315372488).

Version: 1.0.0
Imports: glmnet, glmnetUtils, MASS, Rcpp, stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: covr, knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2023-12-04
DOI: 10.32614/CRAN.package.regmhmm
Author: Man Chong Leong ORCID iD [cre, aut]
Maintainer: Man Chong Leong <mc.leong26 at>
License: GPL (≥ 3)
NeedsCompilation: yes
Language: en-US
Materials: README
CRAN checks: regmhmm results


Reference manual: regmhmm.pdf
Vignettes: regmhmm


Package source: regmhmm_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): regmhmm_1.0.0.tgz, r-oldrel (arm64): regmhmm_1.0.0.tgz, r-release (x86_64): regmhmm_1.0.0.tgz, r-oldrel (x86_64): regmhmm_1.0.0.tgz


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