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

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

Author
Tracy Holsclaw
Date of publication
2016-11-28 21:53:51
Maintainer
Tracy Holsclaw <iamrandom@iamrandom.com>
License
GPL (>= 3)
Version
3.7
URLs

View on CRAN

Man pages

HMM
Bayesian Homogeneous Markov Model (NHMM)
NHMM
Bayesian Non-homogeneous Markov Model (NHMM)
NHMM_MVN
Bayesian Non-homogeneous Markov Model with Multivariate...
OBIC
Calculates BIC, AIC, PLS, log-likelihood
Oemparams
Emission Parameters
OQQ
Calculates the mean of the transition matrix
OWcoef
Coefficients for W (emission inputs)
OXcoef
Coefficients for X (transition inputs)
Oz
Most probable state (similar to Viterbi)
simdata
Simulated Datasets

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