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) ; Nagy et al. (2011) .


Reference manual

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1.0 by Krzysztof Drachal, 2 years ago

Browse source code at

Authors: Krzysztof Drachal [aut, cre] (Faculty of Economic Sciences , University of Warsaw , Poland)

Documentation:   PDF Manual  

GPL-3 license

Imports graphics, MASS, Rcpp, stats, utils, zoo

Linking to Rcpp, RcppArmadillo

See at CRAN