Hidden Markov Model (HMM) R Package Development
Introduction
This project involves the development of an R package for Hidden Markov Models (HMMs) in longitudinal data analysis. The package, named regmhmm, incorporates features for flexible modeling, variable selection using regularization techniques, and efficient computation with the Expectation-Maximization (EM) algorithm.
Features
- Flexible Modeling: Build HMMs and mixed HMMs for longitudinal data analysis.
- Variable Selection: Perform variable selection within HMMs using regularization.
- Efficient Computation: Utilize the Expectation-Maximization (EM) algorithm with coordinate descent for optimal computational performance.
Installation