hmmTMB: hidden Markov models with flexible covariate effects in R
hmmTMB:在 R 中实现灵活协变量效应的隐马尔可夫模型
Hidden Markov models (HMMs) are widely applied in studies where a discrete-valued process of interest is observed indirectly. They have for example been used to model behaviour from human and animal tracking data, disease status from medical data, and financial market volatility from stock prices. The model has two main sets of parameters: transition probabilities, which drive the latent state process, and observation parameters, which characterise the state-dependent…