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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 |
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Author | Fabrice 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] |
Maintainer | Fabrice Rossi <Fabrice.Rossi@apiacoa.org> |
License | GPL (>= 3) |
Version | 0.2.1 |
URL | https://github.com/fabrice-rossi/mixvlmc https://fabrice-rossi.github.io/mixvlmc/ |
Package repository | View on CRAN |
Installation |
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