{ "_id": "6ac0b3b291601a2ad29978df", "Package": "GaussianHMM1d", "Title": "Inference, Goodness-of-Fit and Forecast for Univariate Gaussian\nHidden 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\nand intervals for univariate Gaussian Hidden Markov Models\n(HMM). The goodness-of-fit is based on a Cramer-von Mises\nstatistic and uses parametric bootstrap to estimate the\np-value. The description of the methodology is taken from\nChapter 10.2 of Remillard (2013) .", "License": "GPL (>= 2)", "Encoding": "UTF-8", "RoxygenNote": "7.3.2", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-10-03 07:44:38 UTC", "User": "root" }, "Author": "Bouchra R. Nasri [aut, cre, cph], Bruno N Remillard [aut, ctb,\ncph]", "Maintainer": "Bouchra R. Nasri ", "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", "_user": "bouchranasri", "_type": "src", "_file": "GaussianHMM1d_1.1.2.tar.gz", "_fileid": "https://r2.ropensci.org/78cdd3138f2138bb351ca7a0056dcd3bd4f13e4fdfe546af4ca2f425c7c0163c", "_filesize": 117161, "_sha256": "78cdd3138f2138bb351ca7a0056dcd3bd4f13e4fdfe546af4ca2f425c7c0163c", "_expires": "2027-01-11T07:50:08.000Z", "_created": "2026-10-03T07:44:38.000Z", "_published": "2026-10-03T07:50:09.975Z", "_jobs": [ { "job": 111158435066, "time": 114, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "11268496498" }, { "job": 111158435062, "time": 105, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "11268706317" }, { "job": 111158435069, "time": 94, "config": "linux-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "11267514228" }, { "job": 111158435122, "time": 103, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11267699341" }, { "job": 111158435106, "time": 177, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "11268925662" }, { "job": 111158435110, "time": 251, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "11268816090" }, { "job": 111158435146, "time": 164, "config": "macos-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "11268138841" }, { "job": 111158435134, "time": 236, "config": "macos-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11267349499" }, { "job": 111158082295, "time": 131, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "11268850654" }, { "job": 111158435064, "time": 74, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "11268491401" }, { "job": 111158435151, "time": 298, "config": "windows-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "11268347007" }, { "job": 111158435119, "time": 96, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "11267104664" }, { "job": 111158435168, "time": 53, "config": "windows-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "11268247025" }, { "job": 111158435100, "time": 299, "config": "windows-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "11268561584" }, { "job": 111158435124, "time": 60, "config": "windows-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11268890621" } ], "_host": "GitHub-Actions", "_buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971", "_status": "success", "_upstream": "https://github.com/cran/GaussianHMM1d", "_commit": { "id": "d81cfac768f5606f7794f38de993e36e6a101beb", "author": "Bouchra R. Nasri ", "committer": "cran-robot ", "message": "version 1.1.2\n", "time": 1738764606 }, "_maintainer": { "name": "Bouchra R. Nasri", "email": "bouchra.nasri@umontreal.ca", "login": "bouchranasri", "description": "", "uuid": 77985566 }, "_distro": "resolute", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "doParallel", "role": "Depends" }, { "package": "parallel", "role": "Depends" }, { "package": "foreach", "role": "Depends" }, { "package": "stats", "role": "Depends" } ], "_owner": "cran", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_contributors": [ { "user": "bouchranasri", "count": 3, "uuid": 77985566 }, { "user": "bnasri", "count": 1, "uuid": 39469275 } ], "_userbio": { "uuid": 77985566, "type": "user", "name": "BouchraNasri", "followers": 0 }, "_downloads": { "count": 335, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/GaussianHMM1d" }, "_searchresults": 12, "_rbuild": "4.6.1", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/GaussianHMM1d.html", "extra/manual.pdf" ], "_realowner": "bouchranasri", "_cranurl": false, "_releases": [ { "version": "1.0.1", "date": "2019-03-08" }, { "version": "1.1.0", "date": "2023-06-24" }, { "version": "1.1.1", "date": "2023-07-08" }, { "version": "1.1.2", "date": "2025-02-05" } ], "_exports": [ "bootstrapfun", "EstHMM1d", "EstRegime", "ForecastHMMeta", "ForecastHMMPdf", "GaussianMixtureCdf", "GaussianMixtureInv", "GaussianMixturePdf", "GofHMM1d", "Sim.HMM.Gaussian.1d", "Sim.Markov.Chain", "SimHMMGaussianInv", "Sn" ], "_help": [ { "page": "EstHMM1d", "title": "Estimation of a univariate Gaussian Hidden Markov Model (HMM)", "topics": [ "EstHMM1d" ] }, { "page": "EstRegime", "title": "Estimated Regimes for the univariate Gaussian HMM", "topics": [ "EstRegime" ] }, { "page": "ForecastHMMeta", "title": "Estimated probabilities of the regimes given new observations", "topics": [ "ForecastHMMeta" ] }, { "page": "ForecastHMMPdf", "title": "Density function of a Gaussian HMM at time n+k", "topics": [ "ForecastHMMPdf" ] }, { "page": "GaussianMixtureCdf", "title": "Distribution function of a mixture of Gaussian univariate distributions", "topics": [ "GaussianMixtureCdf" ] }, { "page": "GaussianMixtureInv", "title": "Inverse distribution function of a mixture of Gaussian univariate distributions", "topics": [ "GaussianMixtureInv" ] }, { "page": "GaussianMixturePdf", "title": "Density function of a mixture of Gaussian univariate distributions", "topics": [ "GaussianMixturePdf" ] }, { "page": "GofHMM1d", "title": "Goodness-of-fit test of a univariate Gaussian Hidden Markov Model", "topics": [ "GofHMM1d" ] }, { "page": "Sim.HMM.Gaussian.1d", "title": "Simulation of a univariate Gaussian Hidden Markov Model (HMM)", "topics": [ "Sim.HMM.Gaussian.1d" ] }, { "page": "Sim.Markov.Chain", "title": "Simulation of a finite Markov chain", "topics": [ "Sim.Markov.Chain" ] }, { "page": "SimHMMGaussianInv", "title": "Simulation of a univariate Gaussian Hidden Markov Model (HMM)", "topics": [ "SimHMMGaussianInv" ] }, { "page": "Sn", "title": "Cramer-von Mises statistic for goodness-of-fit of the null hypothesis of a univariate uniform distrubtion over [0,1]", "topics": [ "Sn" ] } ], "_rundeps": [ "codetools", "doParallel", "foreach", "iterators" ], "_score": 1.0791812460476249, "_indexed": true, "_nocasepkg": "gaussianhmm1d", "_universes": [ "bouchranasri" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.1.2", "date": "2026-10-03T07:46:43.000Z", "distro": "resolute", "arch": "aarch64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/cd0019239ce258e80c168a64ccba4042c5d7beb0a873815056c6001e3a29a124", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.7.0", "os": "linux", "version": "1.1.2", "date": "2026-10-03T07:46:32.000Z", "distro": "resolute", "arch": "x86_64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/e50abf4c8afd0fd8f4e482ade108df61351057dbe05aefb1a1eef7e70b55d954", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.6.1", "os": "linux", "version": "1.1.2", "date": "2026-10-03T07:46:24.000Z", "distro": "resolute", "arch": "aarch64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/1b14772796b42541532fb4d1cf6c19ce5124f17daeb8c8b6af6564a1674cb477", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.6.1", "os": "linux", "version": "1.1.2", "date": "2026-10-03T07:46:30.000Z", "distro": "resolute", "arch": "x86_64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/1141ecbec5e42264365b6b9fb9e6d4f455389ff10c37ac6c6e21f00247107b4d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.5.3", "os": "mac", "version": "1.1.2", "date": "2026-10-03T07:47:24.000Z", "arch": "aarch64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/6216db273e07d476c2ef4f9ce2def4f39c087ecebfcdb8669e5d4ebd184fc1bd", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.5.3", "os": "mac", "version": "1.1.2", "date": "2026-10-03T07:48:12.000Z", "arch": "x86_64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/bae738612f5e348218e5c562acbf1689e51ba56f628748eef7ca2478832a45e4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.6.1", "os": "mac", "version": "1.1.2", "date": "2026-10-03T07:47:09.000Z", "arch": "aarch64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/a8d1a74248230a49d23ce59f15d9674781c7262430b386a06d5a98796513de04", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.6.1", "os": "mac", "version": "1.1.2", "date": "2026-10-03T07:48:04.000Z", "arch": "x86_64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/de88069401bd8fab84e8395337cbfae8d5a2bd3ed699c2e02bc6f1d83264c817", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.6.0", "os": "wasm", "version": "1.1.2", "date": "2026-10-03T07:46:11.000Z", "arch": "emscripten", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/57dcbc3b550baa3c600b6ce54d79c3fa8b5f0a2bb179d48a9ae31a9cee8e80f4", "status": "success", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.7.0", "os": "win", "version": "1.1.2", "date": "2026-10-03T07:49:13.000Z", "arch": "aarch64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/ebaad92e2992027c391c664321c3860b6186cbdbd518f61747017df4a91958be", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.7.0", "os": "win", "version": "1.1.2", "date": "2026-10-03T07:45:34.000Z", "arch": "x86_64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/0b14f591559bac1bc636ada9c288e96cf13ee83283b98e1b794509a68f24c166", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.5.3", "os": "win", "version": "1.1.2", "date": "2026-10-03T07:45:32.000Z", "arch": "x86_64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/8166e43e717963e42df7a04207b5cffc8ee5f8ec3195f385e7e686fcfd4f1acb", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.6.1", "os": "win", "version": "1.1.2", "date": "2026-10-03T07:49:06.000Z", "arch": "aarch64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/a96b769f7df2ca801ce15419b6b3ee8c6d0f78cbf0fb6fa79769df11a629a7d0", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" }, { "r": "4.6.1", "os": "win", "version": "1.1.2", "date": "2026-10-03T07:45:35.000Z", "arch": "x86_64", "commit": "d81cfac768f5606f7794f38de993e36e6a101beb", "fileid": "https://r2.ropensci.org/e95d97064af0537028bb9eb59efb93abd0bebc5e9b5d510e8e260a0673a54d39", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bouchranasri/actions/runs/37107226971" } ] }