Determine the Number of States in Hidden Markov Models via Marginal Likelihood
check_para_validity
estimateNormalizingConst
find_importance_function
find_index_local_region
HMMfit
HMMfitting
HMMll
HMMmlestimate
Determine the number of states in hidden Markov models via marginal li...
HMMmlselect
HMMrepsim
HMMsim
HMMsimulate
ll_un_normalized_hmm_gm
logmvNormdensity
logmvTdensity
multivariate_mixture_density
PlotHMM
RobustBIC
sample_mixture
Provide functions to make estimate the number of states for a hidden Markov model (HMM) using marginal likelihood method proposed by the authors. See the Manual.pdf file a detail description of all functions, and a detail tutorial.