verifyMarkovProperty: Various functions to perform statistical inference of DTMC

Description Usage Arguments Value Author(s) References See Also Examples

Description

These functions verify the Markov property, assess the order and stationarity of the Markov chain.

Usage

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Arguments

sequence

An empirical sequence.

...

Parameters for chi-square test.

nblocks

Number of blocks.

hypothetic

A transition matrix for a hypothetic markov chain sequence.

Value

Verification result

Author(s)

Tae Seung Kang, Giorgio Alfredo Spedicato

References

Monika, Anderson and Goodman.

See Also

markovchain

Examples

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sequence <- c("a", "b", "a", "a", "a", "a", "b", "a", "b",
              "a", "b", "a", "a", "b", "b", "b", "a")
mcFit <- markovchainFit(data = sequence, byrow = FALSE)
verifyMarkovProperty(sequence)
assessOrder(sequence)
assessStationarity(sequence, 1)
divergenceTest(sequence, mcFit$estimate@transitionMatrix)


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