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: 3.11
Depends: BayesLogit, msm, MCMCpack, MASS
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp
Published: 2020-06-30
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

Documentation:

Reference manual: NHMM.pdf

Downloads:

Package source: NHMM_3.11.tar.gz
Windows binaries: r-devel: NHMM_3.11.zip, r-release: NHMM_3.11.zip, r-oldrel: NHMM_3.11.zip
macOS binaries: r-release (arm64): NHMM_3.11.tgz, r-oldrel (arm64): NHMM_3.11.tgz, r-release (x86_64): NHMM_3.11.tgz, r-oldrel (x86_64): NHMM_3.11.tgz
Old sources: NHMM archive

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