knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.align = "center", fig.path = "man/figures/README-" )
R code for the clustering and segmentation of time series (including with regime changes) by mixture of gaussian Hidden Markov Models (MixHMMs) and the EM algorithm, i.e functional data clustering and segmentation.
You can install the development version of mixHMM from GitHub with:
# install.packages("devtools") devtools::install_github("fchamroukhi/mixHMM")
To build vignettes for examples of usage, type the command below instead:
# install.packages("devtools") devtools::install_github("fchamroukhi/mixHMM", build_opts = c("--no-resave-data", "--no-manual"), build_vignettes = TRUE)
Use the following command to display vignettes:
browseVignettes("mixHMM")
library(mixHMM)
# Application to a toy data set data("toydataset") Y <- t(toydataset[,2:ncol(toydataset)]) K <- 3 # Number of clusters R <- 3 # Number of regimes (HMM states) variance_type <- "heteroskedastic" # "heteroskedastic" or "homoskedastic" model ordered_states <- TRUE n_tries <- 1 max_iter <- 1000 init_kmeans <- TRUE threshold <- 1e-6 verbose <- TRUE mixhmm <- emMixHMM(Y = Y, K, R, variance_type, ordered_states, init_kmeans, n_tries, max_iter, threshold, verbose) mixhmm$summary() mixhmm$plot()
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