dynmix: Estimation of Dynamic Finite Mixtures

Allows to perform the dynamic mixture estimation with state-space components and normal regression components, and clustering with normal mixture. Quasi-Bayesian estimation, as well as, that based on the Kerridge inaccuracy approximation are implemented. Main references: Nagy and Suzdaleva (2013) <doi:10.1016/j.apm.2013.05.038>; Nagy et al. (2011) <doi:10.1002/acs.1239>.

Getting started

Package details

AuthorKrzysztof Drachal [aut, cre] (Faculty of Economic Sciences, University of Warsaw, Poland)
MaintainerKrzysztof Drachal <kdrachal@wne.uw.edu.pl>
URL https://CRAN.R-project.org/package=dynmix
Package repositoryView on CRAN
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dynmix documentation built on July 8, 2020, 7:32 p.m.