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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: | 2.0 |
| Imports: | graphics, MASS, Rcpp, stats, utils, zoo |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2023-06-13 |
| 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 |
| Reference manual: | dynmix.pdf |
| Package source: | dynmix_2.0.tar.gz |
| Windows binaries: | r-devel: dynmix_2.0.zip, r-release: dynmix_2.0.zip, r-oldrel: dynmix_2.0.zip |
| macOS binaries: | r-release (arm64): dynmix_2.0.tgz, r-oldrel (arm64): dynmix_2.0.tgz, r-release (x86_64): dynmix_2.0.tgz, r-oldrel (x86_64): dynmix_2.0.tgz |
| Old sources: | dynmix archive |
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