NHMM: Bayesian Non-Homogeneous Markov and Mixture Models for Multiple Time Series

Holsclaw, Greene, Robertson, and Smyth (2017) <doi:10.1214/16-AOAS1009>. Bayesian HMM and NHMM modeling for multiple time series. The emission distribution can be mixtures of Exponential, Gamma, Poisson, or Normal distributions, and zero inflation is possible.

Getting started

Package details

AuthorTracy Holsclaw
MaintainerTracy Holsclaw <iamrandom@iamrandom.com>
LicenseGPL (>= 3)
Version3.11
URL http://iamrandom.com/nhmm-package
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("NHMM")

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NHMM documentation built on July 1, 2020, 7:28 p.m.