Mixture and Hidden Markov Models with R

Ingmar Visser is Associate Professor of Developmental Psychology at the Department of Psychology, University of Amsterdam, where he also obtained his PhD after studying philosophy of language, mathematics and psychology. His research revolves around studying the dynamics of learning and development in all stages of development and in developing statistical methods for optimally mapping such development.Maarten Speekenbrink is Associate Professor of Mathematical Psychology at the Department of Experimental Psychology, University College London, and Fellow of the Alan Turing Institute, the UK national institute for data science and artificial intelligence. He obtained his PhD in Psychological Methods at the University of Amsterdam.Together, the authors developed the depmixS4 package, which already has a large user base in different areas of science. They have authored articles on the theory and use of hidden Markov models, and have given numerous talks and workshops on mixture and hidden Markov modelling.

“The book is intended to guide the reader step by step on how to apply basic versions of FM and HM models and keep the text generally accessible to a broad audience, mainly from sociology, psychology, and economics, who have not used these models before and would apply them.” (Francesco Bartolucci and Fulvia Pennoni, Psychometrika, Vol. 89 (2), June, 2024)

• Preface.- Introduction & preliminaries.- 2 Mixture and latent class models.- 3 Mixture and latent class models: Applications.- 4 Hidden Markov model.- 5 Univariate hidden Markov models.- 6 Multivariate hidden Markov models.- 7 Extensions.- References.- Index.- Epilogue.