MMLR

0.2.0

Fitting Markov-Modulated Linear Regression Models

0packages depend

2.1Kdownloads / year

–test coverage

0/13checks pass

Overview

About

Maintained by Nadezda SpiridovskaFirst published 2019-02-032 releasesCRAN page ↗

A set of tools for fitting Markov-modulated linear regression, where responses Y(t) are time-additive, and model operates in the external environment, which is described as a continuous time Markov chain with finite state space. Model is proposed by Alexander Andronov (2012) arXiv:1901.09600v1 and algorithm of parameters estimation is based on eigenvalues and eigenvectors decomposition. Markov-switching regression models have the same idea of varying the regression parameters randomly in accordance with external environment. The difference is that for Markov-modulated linear regression model the external environment is described as a continuous-time homogeneous irreducible Markov chain with known parameters while switching models consider Markov chain as unobserved and estimation procedure involves estimation of transition matrix. These models have significant differences in terms of the analytical approach. Also, package provides a set of data simulation tools for Markov-modulated linear regression (for academical/research purposes). Research project No. 1.1.1.2/VIAA/1/16/075.

Install

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

install.packages("MMLR", 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-mmlr

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-MMLR

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-MMLR

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

Health

CRAN checks

13NOTE

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc
NOTE r-devel-linux-x86_64-fedora-clang
NOTE r-devel-linux-x86_64-fedora-gcc
NOTE r-devel-windows-x86_64
NOTE r-oldrel-macos-arm64
NOTE r-oldrel-macos-x86_64
NOTE r-oldrel-windows-x86_64
NOTE r-patched-linux-x86_64
NOTE r-release-linux-x86_64
NOTE r-release-macos-arm64
NOTE r-release-macos-x86_64
NOTE r-release-windows-x86_64

Slowest check: 53 s · r-release-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

README

Dependencies · direct

Check history

NOTE2026-03-10
0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

2.1K

CRAN downloads in the past year

Rank #21,823 · ~6/day · ~179/mo

Releases R versions

Daily download trend is not available in this view yet.

22930 days

54790 days

2.1K1 year

Compare downloads with other packages →

Also on96 r2u9 autocran

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (0)

none

Imports (2)

statspracma

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 507 (62%)Rd 308 (38%)

Code characteristics

Cyclomatic complexity: 3.0 median / 14 max
Documented parameters: 100%

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

15 8 exported

Complexity

3.4 avg / 14 max

Call network

15 nodes / 10 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (2)

Maintainer (1)

Nadezda Spiridovska

Author, Maintainer

Authors (1)

Nadezda Spiridovska

Author, Maintainer

Contributors (1)

Diana Santalova

Contributor

Release timeline

2 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
R
R 4.4.0 released · 2024-04-24
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
0.2.0Latest
2020-01-09 · current release · diff ↗
R
R 3.6.0 released · 2019-04-26
0.1.0
2019-02-03
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2019-02-03
Total releases: 2 / 7 yrs
License: GPL (>= 2) OSI
Download size: 37 KB
Installed size: not tracked yet
With dependencies: not tracked yet