Fits (multigroup) mixtures of latent or hidden Markov models on mixed categorical and continuous (timeseries) data. The Rdonlp2 package can optionally be used for optimization of the log-likelihood and is available from R-forge.
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Ingmar Visser, 3 months ago
Browse source code at
Ingmar Visser <[email protected]>
Cluster Analysis & Finite Mixture Models,
Time Series Analysis
Depends on MASS
See at CRAN