dynmix: Estimation of Dynamic Finite Mixtures

Allows to perform the dynamic mixture estimation with state-space components and normal regression components, and clustering with normal mixture. Quasi-Bayesian estimation, as well as, that based on the Kerridge inaccuracy approximation are implemented. Main references: Nagy and Suzdaleva (2013) <doi:10.1016/j.apm.2013.05.038>; Nagy et al. (2011) <doi:10.1002/acs.1239>.

Version: 1.0
Imports: graphics, MASS, Rcpp, stats, utils, zoo
LinkingTo: Rcpp, RcppArmadillo
Published: 2020-06-25
Author: Krzysztof Drachal [aut, cre] (Faculty of Economic Sciences, University of Warsaw, Poland)
Maintainer: Krzysztof Drachal <kdrachal at wne.uw.edu.pl>
License: GPL-3
URL: https://CRAN.R-project.org/package=dynmix
NeedsCompilation: yes
Citation: dynmix citation info
Materials: NEWS
CRAN checks: dynmix results

Documentation:

Reference manual: dynmix.pdf

Downloads:

Package source: dynmix_1.0.tar.gz
Windows binaries: r-devel: dynmix_1.0.zip, r-devel-UCRT: dynmix_1.0.zip, r-release: dynmix_1.0.zip, r-oldrel: dynmix_1.0.zip
macOS binaries: r-release (arm64): dynmix_1.0.tgz, r-release (x86_64): dynmix_1.0.tgz, r-oldrel: dynmix_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=dynmix to link to this page.