mixvlmc: Variable Length Markov Chains with Covariates

Estimates Variable Length Markov Chains (VLMC) models and VLMC with covariates models from discrete sequences. Supports model selection via information criteria and simulation of new sequences from an estimated model. See Bühlmann, P. and Wyner, A. J. (1999) <doi:10.1214/aos/1018031204> for VLMC and Zanin Zambom, A., Kim, S. and Lopes Garcia, N. (2022) <doi:10.1111/jtsa.12615> for VLMC with covariates.

Package details

AuthorFabrice Rossi [aut, cre, cph] (<https://orcid.org/0000-0003-4638-1286>), Hugo Le Picard [ctb] (<https://orcid.org/0000-0002-7023-2996>), Guénolé Joubioux [ctb]
MaintainerFabrice Rossi <Fabrice.Rossi@apiacoa.org>
LicenseGPL (>= 3)
URL https://github.com/fabrice-rossi/mixvlmc https://fabrice-rossi.github.io/mixvlmc/
Package repositoryView on CRAN
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mixvlmc documentation built on Nov. 2, 2023, 5:32 p.m.