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.

Getting started

Package details

AuthorTracy Holsclaw
MaintainerTracy Holsclaw <[email protected]>
LicenseGPL (>= 3)
URL http://iamrandom.com/nhmm-package
Package repositoryView on CRAN
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NHMM documentation built on May 30, 2017, 2:22 a.m.