CRAN
NHMM 3.7
Bayesian Non-Homogenous Markov and Mixture Models (Multiple Time Series)
Released Nov 28, 2016 by Tracy Holsclaw
This package cannot yet be used with Renjin it depends on other packages which are not available: MCMCpack 1.4-3 and BayesLogit 0.6
An older version of this package is
more compatible with Renjin.
Dependencies
MCMCpack 1.4-3 BayesLogit 0.6 msm 1.6.6 MASS 7.3-50 Rcpp
Bayesian HMM and NHMM modeling for multiple time series. The emission distribution can be mixtures of Gammas, Poissons, Normals and zero inflation is possible.