fchamroukhi/mixHMMR: Mixture of Hidden Markov Model Regression ('mixHMMR') for Simultaneous Curve Clustering and Segmentation

Simultaneous model-based clustering and segmentation of heterogeneous and dynamical functional data (curves/times series) with changes in regime by a mixture of gaussian regression models with hidden Markov processes, fitted by the EM/Baum-Welch algorithm. See also the packages 'mixRHLP', 'mixHMM', and 'HMMR'.

Getting started

Package details

Maintainer
LicenseGPL (>= 3)
Version0.1.0
URL https://github.com/fchamroukhi/mixHMMR
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("fchamroukhi/mixHMMR")
fchamroukhi/mixHMMR documentation built on Aug. 8, 2019, 3:31 p.m.