Title: Goodness-of-Fit for Univariate Hidden Markov Models
person(c("Bouchra","R."), "Nasri", role = c("aut", "cre","cph"), email = "bouchra.nasri@umontreal.ca"),
person("Mamadou Yamar", "Thioub", role = c("aut","cph")))
Description: 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>.
Imports: actuar, EnvStats, extraDistr, ggplot2, matrixcalc, parallel,
Suggests: gamlss.dist, GeneralizedHyperbolic, gld, GLDEX, sgt, skewt,
Author: Bouchra R. Nasri [aut, cre, cph],
Maintainer: Bouchra R. Nasri <bouchra.nasri@umontreal.ca>

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

Title: Functions for generating and manipulating generalised kernel density estimates

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

Title: Functions for generating and manipulating kernel density estimates
Packaged: Thu Oct 14 18:28:19 2004; root

Title: Functions for generating and manipulating binned kernel density
Author: David Lucy <d.lucy@lancaster.ac.uk> and Robert Aykroyd

Author: David Lucy <d.lucy@lancaster.ac.uk> and Robert Aykroyd <r.g.aykroyd@leeds.ac.uk>
Packaged: Wed May 30 12:02:38 2007; lucy

Description: 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.
Imports: alabama (>= 2015.3-1), fastDummies (>= 1.6.3), Hmisc (>=
Author: Carolina Vasconcelos [aut, cre],