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Time-Ordered Clustering

Dear Paul,

Could you be more specific about what you mean here?
I don't know the Runger paper so it's hard to tell what it is that
you're looking for.

Blatant plug: I developed a package for hidden Markov models
called depmixS4 that in some sense does what you want: clustering
taking dependencies over time into account by specifying a
transition matrix.

Similarly, there are other packages that fit similar models, searching
for hidden markov model provides a number of them.

hth, Ingmar Visser
On 12 Mar 2009, at 23:39, Prew, Paul wrote: