Title: Bayesian NHMM Modeling (Multiple Time Series)
Packaged: 2014-11-25 23:46:41 UTC; iamrandom

Title: Bayesian Non-Homogenous Markov and Mixture Models (Multiple Time
Description: Bayesian HMM and NHMM modeling for multiple time series. The emission distribution can be mixtures of Gammas, Poissons, Normals and zero inflation is possible.
Packaged: 2016-09-26 23:34:52 UTC; iamrandom

Description: Bayesian HMM and NHMM modeling for multiple time series. The
emission distribution can be mixtures of Gammas, Poissons, Normals and zero
Packaged: 2016-11-28 20:19:51 UTC; iamrandom

Packaged: 2019-10-18 16:37:13 UTC; iamrandom

Title: Compute FDR under dependence using NHMM
Author: Pei Fen Kuan <peifen.kuan@stonybrook.edu>
Maintainer: Pei Fen Kuan <peifen.kuan@stonybrook.edu>
Description: The NHMMfdr package implements the non-homogeneous Hidden Markov Model based FDR control as described in Kuan et al., 2011 for multiple comparison adjustment under dependence. It allows for prior information to be incorporated in the model to improve detection of significant tests.
Packaged: 2014-03-28 01:56:25 UTC; peifenkuan

Title: Non-Homogeneous Markov Switching Autoregressive Models: Fitting,
Description: Calibration, simulation, validation of (non-)homogeneous Markov switching autoregressive models with Gaussian or von Mises innovations.

Title: Non-Homogeneous Markov Switching Autoregressive Models
Description: Calibration, simulation, validation of (non-)homogeneous Markov switching autoregressive models with Gaussian or von Mises innovations.  Penalization methods are implemented for Markov Switching Vector Autoregressive Models of order 1 only.
Imports: ucminf, lars, SIS, caTools, glasso

Description: Calibration, simulation, validation of (non-)homogeneous Markov switching autoregressive models with Gaussian or von Mises innovations.  Penalization methods are implemented for Markov Switching Vector Autoregressive Models of order 1 only. Most functions of the package handle missing values.

Imports: ucminf, lars, SIS, caTools, glasso, ncvreg