getOrderBIC: Get order of sequence based on BIC value

In MOrder: Check Time Homogeneity and Markov Chain Order

Description

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

Usage

getOrderBIC(seq)

Arguments

seq	- A sequence whose order to be determined

Value

Returns nothing but prints order of given sequence according to BIC 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)
getOrderBIC(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)
getOrderBIC(seq)

## Check for random order sequence
seq <- sample(1:2,50,replace=TRUE)
getOrderBIC(seq)

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