Goodness-of-Fit for Univariate Hidden Markov Models
c(
person(c("Bouchra","R."), "Nasri", role = c("aut", "cre","cph"), email = "bouchra.nasri@umontreal.ca"),
person("Mamadou Yamar", "Thioub", role = c("aut","cph")))
Inference, goodness-of-fit tests, and predictions for continuous and discrete univariate  Hidden Markov Models (HMM). The goodness-of-fit test 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 Nasri et al (2020) <doi:10.1029/2019WR025122>.
actuar, EnvStats, extraDistr, ggplot2, matrixcalc, parallel,
reshape2, rmutil, ssdtools, VaRES, VGAM
gamlss.dist, GeneralizedHyperbolic, gld, GLDEX, sgt, skewt,
sn, stabledist
Bouchra R. Nasri [aut, cre, cph],
Mamadou Yamar Thioub [aut, cph]

Functions for generating and manipulating generalised binned kernel density estimates
David Lucy <d.j.lucy@bradford.ac.uk> and Robert Aykroyd <robert@amsta.leeds.ac.uk>

Functions for generating and manipulating generalised kernel density estimates

David Lucy <dlucy@maths.ed.ac.uk> and Robert Aykroyd <robert@amsta.leeds.ac.uk>

Functions for generating and manipulating kernel density estimates

Functions for generating and manipulating binned kernel density
estimates
David Lucy <d.lucy@lancaster.ac.uk> and Robert Aykroyd
<r.g.aykroyd@leeds.ac.uk>

David Lucy <d.lucy@lancaster.ac.uk> and Robert Aykroyd <r.g.aykroyd@leeds.ac.uk>

c(
person('Carolina', 'Vasconcelos',
email='cvasconcelos@novaims.unl.pt',
role = c('aut', 'cre')),
person('Bruno', 'Damasio',
email='bdamasio@novaims.unl.pt',
role = c('aut')))
Provides routines to estimate the Mixture Transition Distribution Model based on Raftery (1985) <http://www.jstor.org/stable/2345788> and Nicolau (2014) <doi:10.1111/sjos.12087> specifications, for multivariate data. Additionally, provides a
function for the estimation of a new model for multivariate non-homogeneous Markov chains. This new specification, Generalized Multivariate Markov Chains (GMMC) was proposed by Carolina Vasconcelos and Bruno Damasio and considers (continuous or discrete) covariates exogenous to the Markov chain.
Carolina Vasconcelos [aut, cre],
Bruno Damasio [aut]