GaussianHMM1d

1.1.2

Inference, Goodness-of-Fit and Forecast for Univariate Gaussian Hidden Markov Models

0packages depend

2.4Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Bouchra R. NasriFirst published 2019-03-074 releasesCRAN page ↗

Inference, goodness-of-fit test, and prediction densities and intervals for univariate Gaussian Hidden Markov Models (HMM). The goodness-of-fit is based on a Cramer-von Mises statistic and uses parametric bootstrap to estimate the p-value. The description of the methodology is taken from Chapter 10.2 of Remillard (2013) doi:10.1201/b14285.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("GaussianHMM1d", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-gaussianhmm1d

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-GaussianHMM1d

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-GaussianHMM1d

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 1.0 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 92%
Documented parameters: 100%
Return-value docs: 100%
References docs: 54%

Downloads

2.4K

CRAN downloads in the past year

Rank #18,156 · ~7/day · ~202/mo

Releases R versions

Daily download trend is not available in this view yet.

17730 days

65090 days

2.4K1 year

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Also on458 r2u10 autocran

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (5)

R >= 3.5.0doParallelparallelforeachstats

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)

Maintainer (1)

Bouchra R. Nasri

Author, Maintainer, Copyright holder

Authors (2)

Bouchra R. Nasri

Author, Maintainer, Copyright holder

Bruno N Remillard

Author, Contributor, Copyright holder

Contributors (1)

Bruno N Remillard

Author, Contributor, Copyright holder

Bouchra R. Nasri

Author, Maintainer, Copyright holder

Bruno N Remillard

Author, Contributor, Copyright holder

Listed in earlier versions (3)

Bruno N. Remillard

no longer listed · 1.0.1

Bruno N

no longer listed · 1.1.0 to 1.1.2

Bouchra R.

no longer listed · 1.1.0 to 1.1.2

Package Timeline

4 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
1.1.2Latest
2025-02-05 · current release · diff ↗
R
R 4.4.0 released · 2024-04-24
1.1.1
2023-07-08 · diff ↗
1.1.0
2023-06-24 · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
1.0.1
2019-03-07
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2019-03-07
Total releases: 4 / 7 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Download size: 12 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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