Functions to fit a higher order Markov chain

Description

Given a sequence of states arising from a stationary state, it fits the underlying Markov chain distribution with higher order.

Usage

1
2
3

Arguments

sequence

A character list.

order

Markov chain order

Value

A list containing lambda, Q, and X.

Note

This function is written in Rcpp.

Author(s)

Giorgio Spedicato, Tae Seung Kang

References

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

See Also

markovchain

Examples

1
2
3
sequence<-c("a", "a", "b", "b", "a", "c", "b", "a", "b", "c", "a", "b", "c", "a"
            , "b", "c", "a", "b", "a", "b")
fitHigherOrder(sequence)

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.