countHMM: Penalized Estimation of Flexible Hidden Markov Models for Time
Series of Counts
Provides tools for penalized estimation of flexible hidden Markov models for time series of counts w/o the need to specify a (parametric) family of distributions. These include functions for model fitting, model checking, and state decoding. For details, see Adam, T., Langrock, R., and Weiß, C.H. (2019): Penalized Estimation of Flexible Hidden Markov Models for Time Series of Counts. <doi:10.48550/arXiv.1901.03275>.
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