march: Computation of Markovian models for categorical data

Description Author(s) References See Also

Description

This package is dedicated to the computation of various Markovian models for categorical data including the independence model, homogeneous Markov chains of any order, the Mixture Transition Distribution (MTD) model for the approximation of high-order homogeneous Markov chains, Hidden Markov Models (HMMs) and Double Chain Markov Models (DCMMs).

Author(s)

Ogier Maitre, Andre Berchtold

References

Berchtold A, Raftery AE (2002) The Mixture Transition Distribution Model for High-Order Markov Chains and Non-Gaussian Time-Series. Statistical Science 17(3), 328-356.

Berchtold A (2002) High-order extensions of the Double Chain Markov Model. Stochastic Models 18, 193-227.

See Also

march.Model-class, march.Dataset-class.


march documentation built on Sept. 13, 2017, 3:01 a.m.

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