[Feature Request]: Hidden Markov models

[TarandeepKang]

Description

No response

Purpose

No response

Use-case

Very widely used with time series data across psychology as well as other fields of social science and sciences more broadly

Is your feature request related to a problem?

No response

Is your feature request related to a JASP module?

Time Series

Describe the solution you would like

Implement these models using the depmixS4 package

Describe alternatives that you have considered

No response

Additional context

The most important work from the package authors:

Speekenbrink, M., & Visser, I. (2021). Ignorable and non-ignorable missing data in hidden Markov models (arXiv:2109.02770). arXiv. https://doi.org/10.48550/arXiv.2109.02770 Visser, I. (2011). Seven things to remember about hidden Markov models: A tutorial on Markovian models for time series. Journal of Mathematical Psychology, 55(6), 403–415. https://doi.org/10.1016/j.jmp.2011.08.002 Visser, I., & Speekenbrink, M. (2010). depmixS4: An R Package for Hidden Markov Models. Journal of Statistical Software, 36, 1–21. https://doi.org/10.18637/jss.v036.i07 Visser, I., & Speekenbrink, M. (2014). Comments on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates. TEST, 23(3), 478–483. https://doi.org/10.1007/s11749-014-0389-z Visser, I., & Speekenbrink, M. (2022). Mixture and Hidden Markov Models with R. Springer International Publishing. https://doi.org/10.1007/978-3-031-01440-6