MVNSeq provides facilities for fitting hidden Markov and mixture models to sequences of multivariate Normal observations. Allows for multiple sequences and random variation in the state means across different sequences.
The package is easily installed from GitHub, using the devtools package.
devtools::install_github("SWotherspoon/MVNSeq")
If you don't have devtools
installed already, install it first.
install.packages("devtools")
(MVNSeq otherwise does not need devtools for normal use.)
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