Hidden Markov Models for High Dimensional Data
c( person("Andrea", "Martino", role = c("aut", "cre"),
email = "andrea.martino@polimi.it"),
person("Giuseppina", "Guatteri", role = "aut",
email = "giuseppina.guatteri@polimi.it" ),
person("Anna Maria", "Paganoni", role = "aut",
email = "anna.paganoni@polimi.it" ) )
Andrea Martino [aut, cre],
Giuseppina Guatteri [aut],
Anna Maria Paganoni [aut]
Some algorithms for the study of Hidden Markov Models for two different types of data. For the study of univariate and multivariate data in a finite framework, we provide some methods based on the definition of a Gaussian copula function to define the dependence between data (for further details, see Martino A., Guatteri, G. and Paganoni A. M. (2018) <https://mox.polimi.it/publication-results/?id=776&tipo=add_qmox>). For the study of functional data, we define an objective function based on distances between random curves to define the emission functions of the HMM (for further details, see Martino A., Guatteri, G. and Paganoni A. M. (2019) <https://mox.polimi.it/publication-results/?id=805&tipo=add_qmox>).

c(person(given = "Roberto", family = "Colombi", role =
c("aut", "cre"), email = "colombi@unibg.it"), person(given =
"Sabrina", family = "Giordano", role = "aut", email =
"sabrina.giordano@unical.it"), person(given = "Manuela", family
= "Cazzaro", role = "aut", email =
"manuela.cazzaro@unimib.it"), person(given = "Joseph B.",
family = "Lang", role = "ctb"))
Functions for specifying and fitting marginal models for
contingency tables proposed by Bergsma and Rudas (2002) here
called hierarchical multinomial marginal models (hmmm) and
their extensions presented by Bartolucci et al.  (2007);
multinomial Poisson homogeneous (mph) models and homogeneous
linear predictor (hlp) models for contingency tables proposed
by Lang (2004) and (2005); hidden Markov models where the
distribution of the observed variables is described by a
marginal model.  Inequality constraints on the parameters are
allowed and can be tested.
Roberto Colombi [aut, cre], Sabrina Giordano [aut], Manuela
Cazzaro [aut], Joseph B. Lang [ctb]