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.


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.

> install_github(“slzhang-fd/hmstem”)

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