[janolefi] LaMa 2.1.1

jan-ole.fischer@mailbox.org (Jan-Ole Fischer) — Wed, 24 Jun 2026 15:13:43 GMT

A variety of latent Markov models, including hidden Markov models, hidden semi-Markov models, state-space models and continuous-time variants can be formulated and estimated within the same framework via directly maximising the likelihood function using the so-called forward algorithm. Applied researchers often need custom models that standard software does not easily support. Writing tailored 'R' code offers flexibility but suffers from slow estimation speeds. We address these issues by providing easy-to-use functions (written in 'C++' for speed) for common tasks like the forward algorithm. These functions can be combined into custom models in a Lego-type approach, offering up to 10-20 times faster estimation via standard numerical optimisers. To aid in building fully custom likelihood functions, several vignettes are included that show how to simulate data from and estimate all the above model classes.

[janolefi] RTMBdist 1.0.4

jan-ole.fischer@mailbox.org (Jan-Ole Fischer) — Thu, 28 May 2026 09:17:59 GMT

Extends the functionality of the 'RTMB' package by providing a collection of non-standard probability distributions compatible with automatic differentiation (AD). While 'RTMB' enables flexible and efficient modelling, including random effects, its built-in support is limited to standard distributions. The package adds additional AD-compatible distributions, broadening the range of models that can be implemented and estimated using 'RTMB'. Automatic differentiation and Laplace approximation are described in Kristensen et al. (2016) .

janolefi.r-universe.dev

[janolefi] LaMa 2.1.1

[janolefi] RTMBdist 1.0.4