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

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 |

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