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DESCRIPTION
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Type: Package
Package: MHMMR
Title: Multiple Hidden Markov Model Regression ('MHMMR') for Joint Segmentation of Multivariate Time Series
Version: 0.1.0
Authors@R: c(person("Faicel", "Chamroukhi", role = c("aut"),
email = "[email protected]",
comment = c(ORCID = "0000-0002-5894-3103")),
person("Marius", "Bartcus", role = c("aut"),
email = "[email protected]"),
person("Florian", "Lecocq", role = c("aut", "cre"),
email = "[email protected]"))
Description: Flexible and user-friendly probabilistic joint segmentation of
time series with regime changes by a multiple regression model governed by
a hidden Markov process, fitted by the Baum-Welch (EM) algorithm. See also
the packages 'HMMR' and 'MRHLP'.
URL: https://github.com/fchamroukhi/MHMMR
License: GPL (>= 3)
Depends:
R (>= 2.10)
Imports:
methods,
stats,
MASS,
Rcpp
Suggests:
knitr,
rmarkdown
LinkingTo:
Rcpp,
RcppArmadillo
Collate:
MHMMR-package.R
RcppExports.R
utils.R
mkStochastic.R
hmmProcess.R
MData.R
ParamMHMMR.R
StatMHMMR.R
ModelMHMMR.R
emMHMMR.R
selectMHMMR.R
data-realdataset.R
data-toydataset.R
VignetteBuilder: knitr
Encoding: UTF-8
LazyData: true
Roxygen: list(markdown = TRUE)
RoxygenNote: 6.1.1