kdrachal/dynmix: Estimation of Dynamic Finite Mixtures
Allows to perform the dynamic mixture estimation with state-space components and normal regression components, and clustering with normal mixture. Quasi-Bayesian estimation, as well as, that based on the Kerridge inaccuracy approximation are implemented. Main references: Nagy and Suzdaleva (2013) <doi:10.1016/j.apm.2013.05.038>; Nagy et al. (2011) <doi:10.1002/acs.1239>.
Getting started
Browse package contents
Package details |
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| Author | Krzysztof Drachal [aut, cre] (Faculty of Economic Sciences, University of Warsaw, Poland) |
| Maintainer | Krzysztof Drachal <kdrachal@wne.uw.edu.pl> |
| License | GPL-3 |
| Version | 2.2 |
| URL | https://CRAN.R-project.org/package=dynmix |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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