Package: GaussianHMM1d
Title: Inference, Goodness-of-Fit and Forecast for Univariate Gaussian
        Hidden Markov Models
Version: 1.1.2
Authors@R: c(person(c("Bouchra","R."), "Nasri", role = c("aut", "cre","cph"), email = "bouchra.nasri@umontreal.ca"),person(c("Bruno","N"), "Remillard", role = c("aut", "ctb","cph"), email = "bruno.remillard@hec.ca"))
Description: 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>.
Depends: R (>= 3.5.0), doParallel, parallel, foreach, stats
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 7.3.2
NeedsCompilation: yes
Packaged: 2025-02-05 12:51:30 UTC; 49009427
Author: Bouchra R. Nasri [aut, cre, cph],
  Bruno N Remillard [aut, ctb, cph]
Maintainer: Bouchra R. Nasri <bouchra.nasri@umontreal.ca>
Repository: CRAN
Date/Publication: 2025-02-05 14:10:06 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-27 17:05:24 UTC; unix
Archs: GaussianHMM1d.so.dSYM
