dynmix
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Software:136788
Estimation of Dynamic Finite Mixtures
Last update: 13 June 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.0, 2.0
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>.
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