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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "CDGHMM" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'CDGHMM: Hidden Markov Models for Multivariate Panel Data'
version: 0.1.5
identifiers:
- type: doi
  value: 10.32614/CRAN.package.CDGHMM
abstract: Estimates hidden Markov models from the family of Cholesky-decomposed Gaussian
  hidden Markov models (CDGHMM) under various missingness schemes. This family improves
  upon estimation of traditional Gaussian HMMs by introducing parsimony, as well as,
  controlling for dropped out observations and non-random missingness. See Neal, Sochaniwsky
  and McNicholas (2024) <DOI:10.1007/s11222-024-10462-0>.
authors:
- family-names: Neal
  given-names: Mackenzie R.
  email: nealm6@mcmaster.ca
  orcid: https://orcid.org/0009-0004-4619-3247
- family-names: Sochaniwsky
  given-names: Alexa A.
- family-names: McNicholas
  given-names: Paul D.
  orcid: https://orcid.org/0000-0002-2482-523X
preferred-citation:
  type: article
  title: Hidden Markov Models for Multivariate Panel Data
  authors:
  - family-names: Neal
    given-names: Mackenzie R.
    email: nealm6@mcmaster.ca
    orcid: https://orcid.org/0009-0004-4619-3247
  - family-names: Sochaniwsky
    given-names: Alexa A.
  - family-names: McNicholas
    given-names: Paul D.
    orcid: https://orcid.org/0000-0002-2482-523X
  journal: Statistics and Computing
  year: '2024'
repository: https://mackenzierneal.r-universe.dev
commit: 2ca44b6226d81be03cb032179c3b9c9910b82def
date-released: '2026-06-03'
contact:
- family-names: Neal
  given-names: Mackenzie R.
  email: nealm6@mcmaster.ca
  orcid: https://orcid.org/0009-0004-4619-3247