NHMM: Bayesian Non-Homogeneous Markov and Mixture Models for Multiple Time Series

Holsclaw, Greene, Robertson, and Smyth (2017) <doi:10.1214/16-AOAS1009>. Bayesian HMM and NHMM modeling for multiple time series. The emission distribution can be mixtures of Exponential, Gamma, Poisson, or Normal distributions, and zero inflation is possible.

Version: 3.10
Depends: BayesLogit, msm, MCMCpack, MASS
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp
Published: 2019-10-30
Author: Tracy Holsclaw
Maintainer: Tracy Holsclaw <iamrandom at iamrandom.com>
License: GPL (≥ 3)
URL: http://iamrandom.com/nhmm-package
NeedsCompilation: yes
Citation: NHMM citation info
CRAN checks: NHMM results


Reference manual: NHMM.pdf
Package source: NHMM_3.10.tar.gz
Windows binaries: r-devel: NHMM_3.10.zip, r-devel-gcc8: NHMM_3.10.zip, r-release: NHMM_3.10.zip, r-oldrel: NHMM_3.10.zip
OS X binaries: r-release: NHMM_3.10.tgz, r-oldrel: NHMM_3.10.tgz
Old sources: NHMM archive


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