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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("NHMM")

3.10 by Tracy Holsclaw, 19 days ago


http://iamrandom.com/nhmm-package


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


Authors: Tracy Holsclaw


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp

Depends on BayesLogit, msm, MCMCpack, MASS

Linking to Rcpp


See at CRAN