Various functions to perform statistical inference of DTMC

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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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