mHMMbayes

1.1.1

Multilevel Hidden Markov Models Using Bayesian Estimation

0packages depend

3.4Kdownloads / year

70.5%test coverage

12/13checks pass

Overview

About

Maintained by Emmeke AartsFirst published 2019-10-256 releasesCRAN page ↗GitHub ↗

An implementation of the multilevel (also known as mixed or random effects) hidden Markov model using Bayesian estimation in R. The multilevel hidden Markov model (HMM) is a generalization of the well-known hidden Markov model, for the latter see Rabiner (1989) doi:10.1109/5.18626. The multilevel HMM is tailored to accommodate (intense) longitudinal data of multiple individuals simultaneously, see e.g., de Haan-Rietdijk et al. doi:10.1080/00273171.2017.1370364. Using a multilevel framework, we allow for heterogeneity in the model parameters (transition probability matrix and conditional distribution), while estimating one overall HMM. The model can be fitted on multivariate data with either a categorical, normal, or Poisson distribution, and include individual level covariates (allowing for e.g., group comparisons on model parameters). Parameters are estimated using Bayesian estimation utilizing the forward-backward recursion within a hybrid Metropolis within Gibbs sampler. Missing data (NA) in the dependent variables is accommodated assuming MAR. The package also includes various visualization options, a function to simulate data, and a function to obtain the most likely hidden state sequence for each individual using the Viterbi algorithm.

Install

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

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

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

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("emmekeaarts/mHMMbayes")

Development version from emmekeaarts/mHMMbayes. Installs pak first if it is not already available.

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-mhmmbayes

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-mHMMbayes

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-mHMMbayes

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

Health

CRAN checks

1NOTE12OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 4.8 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.30

70.5%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-22
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 312 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 25%

Downloads

3.4K

CRAN downloads in the past year

Rank #12,808 · ~9/day · ~283/mo

Releases R versions

Daily download trend is not available in this view yet.

25330 days

79590 days

3.4K1 year

Compare downloads with other packages →

Also on387 r2u

Repository

GitHub ↗ emmekeaarts/mhmmbayes

26Stars

12Forks

6Open issues

3Open PRs

4Releases

489Commits

3Contributors

489 commits · Last activity 2026-04-22 · +4% stars, 30d

Stars over time

2025-07-30 · 212026-07-07 · 26

Repository practices

Upstream repositoryBeta

7 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/emmekeaarts/mhmmbayes on 2026-07-31.

Continuous integration (1)

GitHub Actions

Reproducibility and dev environment (1)

data-raw/

CRAN release process (3)

cran-comments.mdrevdep/CRAN-SUBMISSION

Docs source (1)

README.Rmd

Show all practices

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.6.0

Imports (5)

MCMCpack mvtnormstatsRdpack Rcpp

LinkingTo (1)

Rcpp

Suggests (6)

knitr rmarkdown alluvialgrDevicesRColorBrewer testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (2)

Maintainer (1)

Emmeke Aarts

Author, Maintainer

Authors (2)

Emmeke Aarts

Author, Maintainer

Sebastian Mildiner Moraga

Author · added in 0.2.0

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
1.1.1Latest
2025-07-11 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.1.0
2024-04-01 · diff ↗
1.0.0
2023-10-02 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.2.0
2022-08-17 · diff ↗
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
0.1.1
2019-10-30 · diff ↗
0.1.0
2019-10-25
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-10-25
Total releases: 6 / 7 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.6.0
Bundled data: 4.0 KB / 2 files
Download size: 2.5 MB
Installed size: not tracked yet
With dependencies: not tracked yet

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