Hello, Although there is no R package available (we did not think of it), if you want a Gaussian-mixture=model-based approach, you may look at the paper:
"Model-Based Clustering of Regression Time Series Data via APECM—An AECM Algorithm Sung to an Even Faster Beat" by Wei-Chen Chen and Ranjan Maitra which appeared in Statistical Analysis and Data Mining in December 2011 (pages 567-578), has DOI:10.1002/sam.10143 and won the primary author (Wei-Chen Chen) a JSM 2011 Best Student Paper award in Statistical Learning and Data Mining. The code was all in R, so it is available as such upon personal request -- see e-mail addresses in the paper, but (as I mentioned earlier) not as a R package (yet). Many thanks and best wishes, Ranjan -- Important Notice: This mailbox is ignored: e-mails are set to be deleted on receipt. Please respond to the mailing list if appropriate. For those needing to send personal or professional e-mail, please use appropriate addresses. ____________________________________________________________ Send any screenshot to your friends in seconds... Works in all emails, instant messengers, blogs, forums and social networks. TRY IM TOOLPACK at http://www.imtoolpack.com/default.aspx?rc=if2 for FREE ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
