mixvlmc

Variable Length Markov Chains with Covariates

CRAN Package

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.

  • Version0.2.1
  • R version≥ 2.10
  • LicenseGPL (≥ 3)
  • Needs compilation?Yes
  • Last release10/31/2023

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  • Imports10 packages
  • Suggests9 packages
  • Linking To1 package