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) .


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install.packages("dynmix")

1.0 by Krzysztof Drachal, 4 months ago


https://CRAN.R-project.org/package=dynmix


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


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