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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

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