NHMM (3.7)

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Bayesian Non-Homogenous Markov and Mixture Models (Multiple Time Series).

http://iamrandom.com/nhmm-package
http://cran.r-project.org/web/packages/NHMM

Bayesian HMM and NHMM modeling for multiple time series. The emission distribution can be mixtures of Gammas, Poissons, Normals and zero inflation is possible.

Maintainer: Tracy Holsclaw
Author(s): Tracy Holsclaw

License: GPL (>= 3)

Uses: BayesLogit, MASS, MCMCpack, msm, Rcpp

Released over 2 years ago.


3 previous versions

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