NHMM: Bayesian Non-Homogenous Markov and Mixture Models (Multiple Time Series)

Bayesian HMM and NHMM modeling for multiple time series. The emission distribution can be mixtures of Gammas, Poissons, Normals and zero inflation is possible.

Version: 3.7
Depends: BayesLogit, msm, MCMCpack, MASS
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp
Published: 2016-11-28
Author: Tracy Holsclaw
Maintainer: Tracy Holsclaw <iamrandom at iamrandom.com>
License: GPL (≥ 3)
URL: http://iamrandom.com/nhmm-package
NeedsCompilation: yes
CRAN checks: NHMM results

Downloads:

Reference manual: NHMM.pdf
Package source: NHMM_3.7.tar.gz
Windows binaries: r-devel: NHMM_3.7.zip, r-release: NHMM_3.7.zip, r-oldrel: NHMM_3.7.zip
OS X Mavericks binaries: r-release: NHMM_3.7.tgz, r-oldrel: NHMM_3.7.tgz
Old sources: NHMM archive

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