Description Usage Arguments Value References Examples
Takes a sequence as input and find AIC value for diffrent orders
1 |
seq |
- A sequence whose order to be determined |
Returns nothing but prints order of given sequence according to AIC value
[1] Estimating the order of Markov chain Richard Katz Technometrics, vol 12 no 3 (August 1981) pp 243-249
[2] Determination of the Order of a Markov Chain L.C.Zhao, C.C.Y.Dorea and C.R.Goncalves Statistical inference for stochastic processes4, 2001 pp 273-282
[3] Statistical inference about Markov Chain T.W.Anderson and Leo.A.Goodman. The Annals of Mathematical Statistics, Vol 28, No 1 (March 1957), pp89-110
1 2 3 4 5 6 7 8 9 10 11 | ## Check a first order sequence
seq <- c(1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,2)
getOrderAIC(seq)
## Check for second order sequence
seq <- c(1,1,2,2,1,1,2,2,1,1,2,2,1,1,2,2,1,1,2,2,1,1,2,2,1,1,2,2,1,1,2,2,1,1,2,2,1,1,2,2)
getOrderAIC(seq)
## Check for random order sequence
seq <- sample(1:2,50,replace=TRUE)
getOrderAIC(seq)
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test1 test2 test3
Order "0" "1" "2"
AIC "12.4214316577106" "-26.2818494123692" "-22.1709307571216"
test4
Order "3"
AIC "-14.0600121018741"
[1] "The order for the given sequence is: 1"
test1 test2 test3
Order "0" "1" "2"
AIC "18.0101077184752" "23.8030862821569" "-22.1035107181591"
test4
Order "3"
AIC "-14.1035107181591"
[1] "The order for the given sequence is: 2"
test1 test2 test3
Order "0" "1" "2"
AIC "-7.48068858424547" "-3.60225679442892" "-4.09366957592232"
test4
Order "3"
AIC "-3.80734549513796"
[1] "The given sequence is a random sequence"
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