NHMM: Bayesian NHMM Modeling (Multiple Time Series)

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

Version: 3.5
Depends: BayesLogit, msm, MCMCpack, MASS
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp
Published: 2014-11-26
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_3.5.tar.gz
Windows binaries: r-devel: NHMM_3.5.zip, r-release: NHMM_3.5.zip, r-oldrel: NHMM_3.5.zip
OS X Snow Leopard binaries: r-release: NHMM_3.5.tgz, r-oldrel: NHMM_3.5.tgz
OS X Mavericks binaries: r-release: NHMM_3.5.tgz
Old sources: NHMM archive