Bayesian Non-Homogeneous Markov and Mixture Models for Multiple Time Series

Holsclaw, Greene, Robertson, and Smyth (2017) . Bayesian HMM and NHMM modeling for multiple time series. The emission distribution can be mixtures of Exponential, Gamma, Poisson, or Normal distributions, and zero inflation is possible.


Reference manual

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3.11 by Tracy Holsclaw, a year ago

Browse source code at

Authors: Tracy Holsclaw

Documentation:   PDF Manual  

GPL (>= 3) license

Imports Rcpp

Depends on BayesLogit, msm, MCMCpack, MASS

Linking to Rcpp

See at CRAN