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

Package details

LicenseGPL (>= 3)
URL https://github.com/fchamroukhi/MRHLP
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
fchamroukhi/MRHLP documentation built on July 22, 2019, 6:02 p.m.