CRAN/E | GenMarkov

GenMarkov

Multivariate Markov Chains

Installation

About

Provides routines to estimate the Mixture Transition Distribution Model based on Raftery (1985) and Nicolau (2014) doi:10.1111/sjos.12087 specifications, for multivariate data. Additionally, provides a function for the estimation of a new model for multivariate non-homogeneous Markov chains. This new specification, Generalized Multivariate Markov Chains (GMMC) was proposed by Carolina Vasconcelos and Bruno Damasio and considers (continuous or discrete) covariates exogenous to the Markov chain.

Key Metrics

Version 0.2.0
R ≥ 3.5.0
Published 2023-12-19 127 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks GenMarkov results

Downloads

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Maintainer

Maintainer

Carolina Vasconcelos

cvasconcelos@novaims.unl.pt

Authors

Carolina Vasconcelos

aut / cre

Bruno Damasio

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

GenMarkov archive

Depends

R ≥ 3.5.0

Imports

alabama ≥ 2015.3-1
fastDummies ≥ 1.6.3
Hmisc ≥4.5-0
matrixcalc ≥ 1.0-3
maxLik ≥ 1.4-8
nnet ≥7.3-16
stats ≥ 4.1.0