Package: mHMMbayes
Type: Package
Title: Multilevel Hidden Markov Models Using Bayesian Estimation
Version: 1.1.1
Depends: R (>= 3.6.0)
Imports: MCMCpack, mvtnorm, stats, Rdpack, Rcpp
Authors@R: c(person("Emmeke", "Aarts", email = "e.aarts@uu.nl",
                  role = c("aut", "cre")),
             person("Sebastian", "Mildiner Moraga", role = "aut"))      
Maintainer: Emmeke Aarts <e.aarts@uu.nl>
Description: 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.
URL: https://CRAN.R-project.org/package=mHMMbayes
BugReports: https://github.com/emmekeaarts/mHMMbayes/issues
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.2
Suggests: knitr, rmarkdown, alluvial, grDevices, RColorBrewer, testthat
        (>= 2.1.0)
VignetteBuilder: knitr
RdMacros: Rdpack
SystemRequirements: GNU make
LinkingTo: Rcpp
Config/pak/sysreqs: make
Repository: https://emmekeaarts.r-universe.dev
Date/Publication: 2026-04-17 10:11:07 UTC
RemoteUrl: https://github.com/emmekeaarts/mhmmbayes
RemoteRef: HEAD
RemoteSha: 666745ff24a9bbc34c3017e2123b56bb573b862e
NeedsCompilation: yes
Packaged: 2026-06-16 07:56:48 UTC; root
Author: Emmeke Aarts [aut, cre],
  Sebastian Mildiner Moraga [aut]