getOrderAIC: Get order of sequence based on AIC value

In MOrder: Check Time Homogeneity and Markov Chain Order

Description

Takes a sequence as input and find AIC value for diffrent orders

Usage

getOrderAIC(seq)

Arguments

seq	- A sequence whose order to be determined

Value

Returns nothing but prints order of given sequence according to AIC value

References

[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

Examples

## 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)

Example output

      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"

MOrder documentation built on May 2, 2019, 2:43 p.m.