Nothing
GenMarkov: Multivariate Markov Chains
Provides routines to estimate the Mixture Transition Distribution Model based on Raftery (1985) <http://www.jstor.org/stable/2345788> and Nicolau (2014) <doi:10.1111/sjos.12087> specifications, for multivariate data. Additionally, provides a function for the estimation of a new model for multivariate non-homogeneous Markov chains. This new specification, Generalized Multivariate Markov Chains (GMMC) was proposed by Carolina Vasconcelos and Bruno Damasio and considers (continuous or discrete) covariates exogenous to the Markov chain.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Carolina Vasconcelos [aut, cre], Bruno Damasio [aut] |
| Maintainer | Carolina Vasconcelos <cvasconcelos@novaims.unl.pt> |
| License | GPL (>= 2) |
| Version | 0.2.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the GenMarkov package in your browser
Any scripts or data that you put into this service are public.
