A Bayesian Nonparametric Algorithm for Time Series Clustering

Performs the algorithm for time series clustering described in Nieto-Barajas and Contreras-Cristan (2014).


Reference manual

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2.0 by David Alejandro Martell Juarez, 2 years ago

Browse source code at https://github.com/cran/BNPTSclust

Authors: Martell-Juarez , D.A. & Nieto-Barajas , L.E.

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Depends on mvtnorm, MASS

See at CRAN