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'.
|License||GPL (>= 3)|
|Package repository||View on GitHub|
Install the latest version of this package by entering the following in R:
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.