dynmix

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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