mixvlmc0.2.2 package

Variable Length Markov Chains with Covariates

as_covlmc

Convert an object to a Variable Length Markov Chain with covariates (c...

as_sequence

Extract the sequence encoded by a node

as_vlmc.ctx_tree_cpp

Convert an object to a Variable Length Markov Chain (VLMC)

as_vlmc

Convert an object to a Variable Length Markov Chain (VLMC)

autoplot.tune_covlmc

Create a complete ggplot for the results of automatic COVLMC complexit...

autoplot.tune_vlmc

Create a complete ggplot for the results of automatic VLMC complexity ...

children

Find the children nodes of a node in a context tree

context_number.covlmc

Contexts number of a VLMC with covariates

context_number

Number of contexts of a context tree

contexts.covlmc

Contexts of a VLMC with covariates

contexts.ctx_tree

Contexts of a context tree

contexts

Contexts of a context tree

contexts.vlmc

Contexts of a VLMC

counts

Report the distribution of values that follow occurrences of a sequenc...

covariate_depth

Maximal covariate memory of a VLMC with covariates

covariate_memory

Covariate memory length for a COVLMC context

covlmc_control

Control for coVLMC fitting

covlmc

Fit a Variable Length Markov Chain with Covariates (coVLMC)

ctx_tree

Build a context tree for a discrete time series

cutoff.covlmc

Cut off values for pruning the context tree of a VLMC with covariates

cutoff.ctx_node

Cut off value for pruning a node in the context tree of a VLMC

cutoff

Cut off values for VLMC like model

cutoff.vlmc

Cut off values for pruning the context tree of a VLMC

depth

Depth of a context tree

draw_control

Control parameters for draw

draw.covlmc

Text based representation of a covlmc model

draw.ctx_tree

Text based representation of a context tree

draw

Text based representation of a context tree

draw.vlmc

Text based representation of a vlmc

find_sequence.covlmc

Find the node of a sequence in a COVLMC context tree

find_sequence

Find the node of a sequence in a context tree

is_context

Report the nature of a node in a context tree

is_covlmc

Test if the object is a covlmc model

is_ctx_tree

Test if the object is a context tree

is_merged

Merging status of a COVLMC context

is_reversed

Report the ordering convention of the node

is_vlmc

Test if the object is a vlmc model

logLik.covlmc

Log-Likelihood of a VLMC with covariates

logLik.vlmc

Log-Likelihood of a VLMC

loglikelihood.covlmc

Log-Likelihood of a VLMC with covariates

loglikelihood

Log-Likelihood of a VLMC

merged_with

Merged contexts in a COVLMC

metrics.covlmc

Predictive quality metrics for VLMC with covariates

metrics.ctx_node_covlmc

Predictive quality metrics for a node of a COVLMC context tree

metrics.ctx_node

Predictive quality metrics for a node of a context tree

metrics

Predictive quality metrics for context based models

metrics.vlmc

Predictive quality metrics for VLMC

mixvlmc-package

mixvlmc: Variable Length Markov Chains with Covariates

model

Logistic model of a COVLMC context

parent

Find the parent of a node in a context tree

plot.tune_vlmc

Plot the results of automatic (CO)VLMC complexity selection

positions

Report the positions of a sequence associated to a node

predict.covlmc

Next state prediction in a discrete time series for a VLMC with covari...

predict.vlmc

Next state prediction in a discrete time series for a VLMC

print.contexts

Print a context list

prune.covlmc

Prune a Variable Length Markov Chain with covariates

prune

Prune a Variable Length Markov Chain (VLMC)

rev.ctx_node

Reverse Sequence

simulate.covlmc

Simulate a discrete time series for a covlmc

simulate.vlmc_cpp

Simulate a discrete time series for a vlmc

simulate.vlmc

Simulate a discrete time series for a vlmc

states

State space of a context tree

trim.covlmc

Trim a COVLMC

trim

Trim a context tree

trim.vlmc_cpp

This function returns a trimmed VLMC from which match positions have b...

trim.vlmc

This function returns a trimmed VLMC from which match positions have b...

tune_covlmc

Fit an optimal Variable Length Markov Chain with Covariates (coVLMC)

tune_vlmc

Fit an optimal Variable Length Markov Chain (VLMC)

vlmc

Fit a Variable Length Markov Chain (VLMC)

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.

  • Maintainer: Fabrice Rossi
  • License: GPL (>= 3)
  • Last published: 2025-05-26