fchamroukhi/HMMR_r: Hidden Markov Model Regression ('HMMR') for Time Series Segmentation
Flexible and user-friendly probabilistic segmentation of time series with regime changes by a regression model governed by a hidden Markov process, fitted by the Baum-Welch (EM) algorithm. See also the packages 'RHLP', 'PWR', and 'MHMMR'.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL (>= 3) |
| Version | 0.1.0 |
| URL | https://github.com/fchamroukhi/HMMR_r |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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