dynmix: Estimation of Dynamic Finite Mixtures (original) (raw)
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: | 2.2 |
|---|---|
| Depends: | R (≥ 3.5.0) |
| Imports: | graphics, MASS, Rcpp, stats, utils, zoo |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2025-05-16 |
| DOI: | 10.32614/CRAN.package.dynmix |
| Author: | Krzysztof Drachal [aut, cre] (Faculty of Economic Sciences, University of Warsaw, Poland) |
| Maintainer: | Krzysztof Drachal |
| License: | GPL-3 |
| URL: | https://CRAN.R-project.org/package=dynmix |
| NeedsCompilation: | yes |
| Citation: | dynmix citation info |
| Materials: | |
| CRAN checks: | dynmix results |
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