A set of tools for fitting Markov-modulated linear regression, where responses Y(t) are time-additive, and model operates in the external environment, which is described as a continuous time Markov chain with finite state space. Model is proposed by Alexander Andronov (2012) <arXiv:1901.09600v1> and algorithm of parameters estimation is based on eigenvalues and eigenvectors decomposition. Also, package will provide a set of data simulation tools for Markov-modulated linear regression (for academical/research purposes). Research project No. 1.1.1.2/VIAA/1/16/075.
| Version: | 0.1.0 |
| Imports: | matlib |
| Published: | 2019-02-03 |
| Author: | Nadezda Spiridovska [aut, cre], Diana Santalova [ctb] |
| Maintainer: | Nadezda Spiridovska <Spiridovska.N at tsi.lv> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | MMLR results |
| Reference manual: | MMLR.pdf |
| Package source: | MMLR_0.1.0.tar.gz |
| Windows binaries: | r-devel: MMLR_0.1.0.zip, r-devel-gcc8: MMLR_0.1.0.zip, r-release: MMLR_0.1.0.zip, r-oldrel: MMLR_0.1.0.zip |
| OS X binaries: | r-release: MMLR_0.1.0.tgz, r-oldrel: MMLR_0.1.0.tgz |
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