hhsmm: an R package for hidden hybrid Markov/semi-Markov models

This paper introduces the hhsmm R package, which involves functions for initializing, fitting, and predication of hidden hybrid Markov/semi-Markov models. These models are flexible with both Markovian semi-Markovian states, applied to situations where model absorbing or macro-states. The left-to-right series/parallel networks states two states. also includes switching regression as well auto-regressive HHSMM, nonparametric estimation emission distribution using penalized B-splines, prediction future residual useful lifetime in predict function. commercial modular aero-propulsion system simulation (C-MAPSS) data-set is included used illustration application package features. analysis Spain’s energy demand presented.