fitHighOrderMultivarMC: Function to fit Higher Order Multivariate Markov chain

In markovchain: Easy Handling Discrete Time Markov Chains

Function to fit Higher Order Multivariate Markov chain

Description

Given a matrix of categorical sequences it fits Higher Order Multivariate Markov chain.

Usage

fitHighOrderMultivarMC(seqMat, order = 2, Norm = 2)

Arguments

seqMat	a matrix or a data frame where each column is a categorical sequence
order	Multivariate Markov chain order. Default is 2.
Norm	Norm to be used. Default is 2.

Value

an hommc object

Author(s)

Giorgio Spedicato, Deepak Yadav

References

W.-K. Ching et al. / Linear Algebra and its Applications

Examples

data <- matrix(c('2', '1', '3', '3', '4', '3', '2', '1', '3', '3', '2', '1', 
               c('2', '4', '4', '4', '4', '2', '3', '3', '1', '4', '3', '3')), 
               ncol = 2, byrow = FALSE)
               
fitHighOrderMultivarMC(data, order = 2, Norm = 2)                

markovchain documentation built on Sept. 24, 2023, 5:06 p.m.