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.

Install the latest version of this package by entering the following in R:
install.packages("NHMM")
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

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

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