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

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

AuthorTracy Holsclaw
Date of publication2016-11-28 21:53:51
MaintainerTracy Holsclaw <iamrandom@iamrandom.com>
LicenseGPL (>= 3)
Version3.7
http://iamrandom.com/nhmm-package

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Files in this package

NHMM
NHMM/COPYING
NHMM/src
NHMM/src/rcpp_getQQ.cpp
NHMM/src/rcpp_dgamma.cpp
NHMM/src/rcpp_rmultinom.h
NHMM/src/rcpp_dpois.cpp
NHMM/src/rcpp_rnorm.h
NHMM/src/rcpp_rgamma.h
NHMM/src/rcpp_3d.h
NHMM/src/rcpp_dmvnorm.cpp
NHMM/src/rcpp_rgamma.cpp
NHMM/src/rcpp_resetX.h
NHMM/src/rcpp_getppp.h
NHMM/src/rcpp_dot.h
NHMM/src/rcpp_rpois.h
NHMM/src/rcpp_getdenzityMVN.cpp
NHMM/src/rcpp_rdirichlet.cpp
NHMM/src/rcpp_rmultinom.cpp
NHMM/src/rcpp_dmvnorm.h
NHMM/src/rcpp_rdmix0.cpp
NHMM/src/rcpp_summ.cpp
NHMM/src/rcpp_prod.cpp
NHMM/src/rcpp_rnorm.cpp
NHMM/src/rcpp_prnorm.cpp
NHMM/src/rcpp_getvvv.cpp
NHMM/src/rcpp_sumv.cpp
NHMM/src/rcpp_arraytomat.h
NHMM/src/rcpp_getz.cpp
NHMM/src/Crtnorm.cpp
NHMM/src/rcpp_sumv.h
NHMM/src/rcpp_dnorm.cpp
NHMM/src/rcpp_prod.h
NHMM/src/rcpp_dpois.h
NHMM/src/rcpp_pnorm.h
NHMM/src/rcpp_getWbin.cpp
NHMM/src/rcpp_dnorm.h
NHMM/src/rcpp_getWbin.h
NHMM/src/rcpp_arraytomat.cpp
NHMM/src/rcpp_resetX.cpp
NHMM/src/rcpp_rdirichlet.h
NHMM/src/rcpp_getppp.cpp
NHMM/src/rcpp_summ.h
NHMM/src/rcpp_getdenzity.cpp
NHMM/src/rcpp_getsumz1.cpp
NHMM/src/rcpp_dot.cpp
NHMM/src/rcpp_dgamma.h
NHMM/src/RcppExports.cpp
NHMM/src/rcpp_rdmix0.h
NHMM/src/rcpp_getymiss.cpp
NHMM/src/rcpp_3d.cpp
NHMM/src/rcpp_getNQQ.cpp
NHMM/src/rcpp_rpois.cpp
NHMM/src/rcpp_getsumz2.cpp
NHMM/NAMESPACE
NHMM/data
NHMM/data/NHMMdata.rda
NHMM/R
NHMM/R/Crdirichlet.R NHMM/R/RgetGammatheta.R NHMM/R/Rgetloglik.R NHMM/R/RgetPoissontheta.R NHMM/R/NHMM.R NHMM/R/NHMMmain.R NHMM/R/OQQ.R NHMM/R/CresetX.R NHMM/R/Rgetgams.R NHMM/R/Oz.R NHMM/R/RcppExports.R NHMM/R/OBIC.R NHMM/R/Oemparams.R NHMM/R/HMM.R NHMM/R/RgetNormaltheta.R NHMM/R/Cgetz.R NHMM/R/HMMmain.R NHMM/R/RgetpsiMVN.R NHMM/R/NHMMMVN.R NHMM/R/RgetthetaMVN.R NHMM/R/OWcoef.R NHMM/R/Cgetzbin.R NHMM/R/Rgetpsi.R NHMM/R/OXcoef.R NHMM/R/NHMMMVNmain.R NHMM/R/RgetM.R NHMM/R/Rgetbeta.R
NHMM/MD5
NHMM/DESCRIPTION
NHMM/man
NHMM/man/OWcoef.Rd NHMM/man/NHMM.Rd NHMM/man/OQQ.Rd NHMM/man/Oemparams.Rd NHMM/man/NHMM_MVN.Rd NHMM/man/simdata.Rd NHMM/man/Oz.Rd NHMM/man/OXcoef.Rd NHMM/man/OBIC.Rd NHMM/man/HMM.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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