hsmm swMATH ID: 419 Software Authors: Jan Bulla, Ingo Bulla, Oleg Nenadic Description: R package hsmm: Hidden Semi Markov Models: This package allows for the simulation and maximum likelihood estimation of hidden semi-Markov models. The implemented Expectation Maximization algorithm assumes that the time spent in the last visited state is subject to right-censoring. It is therefore not subject to the common limitation that the last visited state terminates at the last observation. Additionally, hsmm permits the user to make inferences about the underlying state sequence via the Viterbi algorithm and smoothing probabilities. Homepage: http://cran.r-project.org/web/packages/hsmm/index.html Source Code: https://github.com/cran/hsmm Operating Systems: Linux, Solaris, Windows, MacOS X Dependencies: R (≥ 2.0.0) Keywords: hidden semi-Markov models; statistical computing; EM algorithm Related Software: R; mhsmm; HiddenMarkov; msm; depmixS4; CRAN; PHSMM; hmm.discnp; seqHMM; Latent GOLD; Matlab; hmm; HMM; LMest; JAGS; WBDiff; WinBUGS; mstate; qrcm; GAMLSS Cited in: 15 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year hsmm – an R package for analyzing hidden semi-Markov models. Zbl 1464.62011Bulla, Jan; Bulla, Ingo; Nenadić, Oleg 2010 all top 5 Cited by 34 Authors 3 Maruotti, Antonello 2 Bulla, Jan 2 Langrock, Roland 2 Limnios, Nikolaos 2 Pertsinidou, Christina-Elisavet 2 Petrella, Lea 2 Zucchini, Walter 1 Adam, Timo 1 Bailey, Trevor C. 1 Barbu, Vlad Stefan 1 Beumer, Larissa T. 1 Bulla, Ingo 1 Economou, Theodoros 1 Gatu, Cristian 1 Hammer, Hugo 1 Kapelan, Zoran 1 Karagrigoriou, Alexandros 1 Lagona, Francesco 1 Lindström, Erik 1 MacDonald, Iain Lachie 1 Madsen, Henrik O. 1 Makrides, Andreas 1 McCullough, B. D. 1 Merlo, Luca 1 Nenadić, Oleg 1 Nystrup, Peter 1 Papadimitriou, Eleftheria 1 Picone, Marco 1 Pohle, Jennifer 1 Punzo, Antonio 1 Sposito, Luca 1 Tjelmeland, Håkon 1 Tsaklidis, George M. 1 Yu, Shunzheng all top 5 Cited in 8 Serials 6 Computational Statistics and Data Analysis 2 Journal of Applied Statistics 2 Statistics and Computing 1 Artificial Intelligence 1 RAIRO. Operations Research 1 Quantitative Finance 1 Monographs on Statistics and Applied Probability 1 Journal of Agricultural, Biological, and Environmental Statistics all top 5 Cited in 8 Fields 13 Statistics (62-XX) 4 Probability theory and stochastic processes (60-XX) 4 Numerical analysis (65-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Geophysics (86-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) Citations by Year