Functions to fit a higher order Markov chain
Given a sequence of states arising from a stationary state, it fits the underlying Markov chain distribution with higher order.
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A character list.
Markov chain order
A list containing lambda, Q, and X.
This function is written in Rcpp.
Giorgio Spedicato, Tae Seung Kang
Ching, W. K., Huang, X., Ng, M. K., & Siu, T. K. (2013). Higher-order markov chains. In Markov Chains (pp. 141-176). Springer US.
Ching, W. K., Ng, M. K., & Fung, E. S. (2008). Higher-order multivariate Markov chains and their applications. Linear Algebra and its Applications, 428(2), 492-507.
package version 0.2.5
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