predictHommc: Simulate a higher order multivariate markovchain

In markovchain: Easy Handling Discrete Time Markov Chains

Simulate a higher order multivariate markovchain

Description

This function provides a prediction of states for a higher order multivariate markovchain object

Usage

predictHommc(hommc,t,init)

Arguments

hommc	a hommc-class object
t	no of iterations to predict
init	matrix of previous states size of which depends on hommc

Details

The user is required to provide a matrix of giving n previous coressponding every categorical sequence. Dimensions of the init are s X n, where s is number of categorical sequences and n is order of the homc. The last column of init holds the most recent state of each sequence.

At each step the next state of sequence j is drawn from \sum_k \sum_h \lambda_{jkh} P_h^{(jk)} x^{(k)}_{t-h+1}, where x^{(k)}_{t-h+1} is the state of sequence k h - 1 steps before the current one (Ching et al., 2008). The matrices are read by column (P[to, from]), as returned by fitHighOrderMultivarMC, or by row when byrow = TRUE, and all sequences are drawn from the same past before it is updated.

Value

The function returns a matrix of size s X t displaying t predicted states in each row coressponding to every categorical sequence.

Author(s)

Vandit Jain

markovchain documentation built on Oct. 10, 2026, 9:07 a.m.