Forum: depmixS4 - version 1.1-0 on CRAN

Posted by: Ingmar Visser
Date: 2011-11-14 19:20
Summary: depmixS4 - version 1.1-0 on CRAN
Project: depmixS4 - hidden Markov model classes

Development Status : 4 - Beta
Intended Audience : Developers : End Users/Desktop
License : GNU General Public License (GPL)
Natural Language : English
Operating System : OS Independent
Programming Language : R
Topic : Model-based Clustering : Latent Variable Approaches : Time Series

Content:

The main change in this version is that the main loop for computing the forward and backward variables has been moved into C resulting in considerable speed improvements. Depending on model specifics this results in a 2-4 fold speed increase when fitting models.

Another noteworthy change is the addition of several examples such as a Poisson change point model (with artificial data, see ?responses), and an example of a financial time series (logged returns from the S&P 500, thanks to Chen Haibo for providing the example, see ?depmix).

Latest News

depmixS4 moved to github

Ingmar Visser - 2021-05-26 11:44 -

depmixS4 version 1.4 on r-forge with standard errors

Ingmar Visser - 2019-01-14 07:17 -

depmixS4 version 1.3-0 on CRAN

Ingmar Visser - 2013-09-20 22:33 -

depmixS4 version 1.3-0 on CRAN

Ingmar Visser - 2013-09-19 09:28 -

depmixS4 version 1.2-0 on CRAN: support for missing data

Ingmar Visser - 2012-07-04 16:52 -

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