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: 2026-10-03 07:44:38 UTC; root
Author: Bouchra R. Nasri [aut, cre, cph], Bruno N Remillard [aut, ctb,
        cph]
Maintainer: Bouchra R. Nasri <bouchra.nasri@umontreal.ca>
Repository: https://bouchranasri.r-universe.dev
Date/Publication: 2025-02-05 14:10:06 UTC
RemoteUrl: https://github.com/cran/GaussianHMM1d
RemoteRef: HEAD
RemoteSha: d81cfac768f5606f7794f38de993e36e6a101beb