hmstem

hmstem is an R package for estimating hierarchical models using the stochastic EM algorithm.

Major Features

• fast speed. Due to the existence of many latent variables, hmstem is much quicker than commonly implemented numerical integration methods.

• general algorithm which is able to handle a group of models.

• written concisely in pure R.

Download

hmstem is still under development. It will be published on CRAN once finalized. But you can install it simply by running the following command in R console.

Source code can be found on hmstem's GitHub page.