GitHub - renb7/WMM: Code for Ren, B. and Barnett, I. (2022), Autoregressive mixture models for clustering time series. J. Time Ser. Anal., 43: 918-937. https://doi.org/10.1111/jtsa.12644 https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12644

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Code for Ren, B. and Barnett, I. (2022), Autoregressive mixture models for clustering time series. J. Time Ser. Anal., 43: 918-937. https://doi.org/10.1111/jtsa.12644 https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12644

onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12644

em-algorithm latent-class-analysis latent-class-model mixture-model robust-statistics sandwich-estimator stationary-process time-series-analysis wishart yule-walker

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Name		Name	Last commit message	Last commit date
0_functions.R		0_functions.R
1_covid.R		1_covid.R
2015_counties_table.csv		2015_counties_table.csv
BIC.jpg		BIC.jpg
PA.txt		PA.txt
PA_plot.jpg		PA_plot.jpg
readme.txt		readme.txt

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Code for: 
Ren, B. and Barnett, I. (2022), Autoregressive mixture models for clustering time series. J. Time Ser. Anal., 43: 918-937. https://doi.org/10.1111/jtsa.12644 

https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12644