Dynamic Mixture Modeling with dynr

Mixture modeling is commonly used to model sample heterogeneity by identifying unobserved classes of individuals with similar characteristics. Despite abundance of evidence in the literature suggesting that individuals are often characterized by different dynamic processes underlying their physiological, cognitive, psychological, and behavioral states, applications of dynamic mixture modeling are surprisingly lacking. We present here a proof-of-concept example of dynamic mixture modeling, where latent groups of individuals were identified based on different dynamic patterns in their time series. Our sample consists of 192 men who were in a heterosexual relationship. They were asked to complete a daily questionnaire involving emotions related to their relationship. Two latent groups were identified based on the strength of association between positive (e.g., loving) and negative (e.g., doubtful) affect. Men in the group characterized by a strong negative association ($$) tended to be younger and had higher levels of anxiety toward their relationship than men in the other group, which was characterized by a weaker negative association ($$). We illustrate the specification and estimation of dynamic mixture model using "dynr," an R package capable of handling a broad class of linear and nonlinear discrete- and continuous-time models with regime-switching properties.