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