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