Software for implementation of BAYESIAN MODEL BASED CLUSTERING OF MULTIVARIATE TIME SERIES USING GAUSSIAN PROCESSES Copyright (c) 2002, 2003, 2004, 2005 by Nicholas A. Heard Version of 2/2/5 Permission is granted for anyone to copy, use, or modify these programs and accompanying documents for purposes of research or education, provided this copyright notice is retained, and note is made of any changes that have been made. These programs and documents are distributed without any warranty, express or implied. As the programs were written for research purposes only, they have not been tested to the degree that would be advisable in any important application. All use of these programs is entirely at the user's own risk. If you have comments, bug reports, or questions, or if you wish permission to use these programs for commercial or any other purposes except research or education, you may contact me at the following address: Nicholas A. Heard Department of Mathematics South Kensington Campus Imperial College London London SW7 2AZ or e-mail me at n.heard@imperial.ac.uk. Information on any updates or other related work may from time to time be available via the World Wide Web, starting from my home page at the following URL: http://stats.ma.imperial.ac.uk/~naheard/