depmix/depmixS4: Dependent Mixture Models - Hidden Markov Models of GLMs and Other Distributions in S4

Fits latent (hidden) Markov models on mixed categorical and continuous (time series) data, otherwise known as dependent mixture models, see Visser & Speekenbrink (2010, <DOI:10.18637/jss.v036.i07>).

Getting started

Package details

AuthorIngmar Visser <i.visser@uva.nl>, Maarten Speekenbrink <m.speekenbrink@ucl.ac.uk>
MaintainerIngmar Visser <i.visser@uva.nl>
LicenseGPL (>=2)
Version1.5-0
URL https://depmix.github.io/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("depmix/depmixS4")
depmix/depmixS4 documentation built on May 31, 2024, 8:09 a.m.