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NHMM (version 3.11)

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

Description

Holsclaw, Greene, Robertson, and Smyth (2017) . 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.

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Version

Install

install.packages('NHMM')

Monthly Downloads

22

Version

3.11

License

GPL (>= 3)

Maintainer

Tracy Holsclaw

Last Published

June 30th, 2020

Functions in NHMM (3.11)

OBIC

Calculates BIC, AIC, PLS, log-likelihood
OWcoef

Coefficients for W (emission inputs)
Oemparams

Emission Parameters
NHMMdata

Simulated Datasets
NHMM_MVN

Bayesian Non-homogeneous Markov Model with Multivariate Normal emission distribution (NHMMMVN)
OXcoef

Coefficients for X (transition inputs)
HMM

Bayesian Homogeneous Markov Model (NHMM)
OQQ

Calculates the mean of the transition matrix
Oz

Most probable state (similar to Viterbi)
NHMM

Bayesian Non-homogeneous Markov Model (NHMM)