Variable Length Markov Chains with Covariates
Convert an object to a Variable Length Markov Chain with covariates (c...
Extract the sequence encoded by a node
Convert an object to a Variable Length Markov Chain (VLMC)
Convert an object to a Variable Length Markov Chain (VLMC)
Create a complete ggplot for the results of automatic COVLMC complexit...
Create a complete ggplot for the results of automatic VLMC complexity ...
Find the children nodes of a node in a context tree
Contexts number of a VLMC with covariates
Number of contexts of a context tree
Contexts of a VLMC with covariates
Contexts of a context tree
Contexts of a context tree
Contexts of a VLMC
Report the distribution of values that follow occurrences of a sequenc...
Maximal covariate memory of a VLMC with covariates
Covariate memory length for a COVLMC context
Control for coVLMC fitting
Fit a Variable Length Markov Chain with Covariates (coVLMC)
Build a context tree for a discrete time series
Cut off values for pruning the context tree of a VLMC with covariates
Cut off value for pruning a node in the context tree of a VLMC
Cut off values for VLMC like model
Cut off values for pruning the context tree of a VLMC
Depth of a context tree
Control parameters for draw
Text based representation of a covlmc model
Text based representation of a context tree
Text based representation of a context tree
Text based representation of a vlmc
Find the node of a sequence in a COVLMC context tree
Find the node of a sequence in a context tree
Report the nature of a node in a context tree
Test if the object is a covlmc model
Test if the object is a context tree
Merging status of a COVLMC context
Report the ordering convention of the node
Test if the object is a vlmc model
Log-Likelihood of a VLMC with covariates
Log-Likelihood of a VLMC
Log-Likelihood of a VLMC with covariates
Log-Likelihood of a VLMC
Merged contexts in a COVLMC
Predictive quality metrics for VLMC with covariates
Predictive quality metrics for a node of a COVLMC context tree
Predictive quality metrics for a node of a context tree
Predictive quality metrics for context based models
Predictive quality metrics for VLMC
mixvlmc: Variable Length Markov Chains with Covariates
Logistic model of a COVLMC context
Find the parent of a node in a context tree
Plot the results of automatic (CO)VLMC complexity selection
Report the positions of a sequence associated to a node
Next state prediction in a discrete time series for a VLMC with covari...
Next state prediction in a discrete time series for a VLMC
Print a context list
Prune a Variable Length Markov Chain with covariates
Prune a Variable Length Markov Chain (VLMC)
Reverse Sequence
Simulate a discrete time series for a covlmc
Simulate a discrete time series for a vlmc
Simulate a discrete time series for a vlmc
State space of a context tree
Trim a COVLMC
Trim a context tree
This function returns a trimmed VLMC from which match positions have b...
This function returns a trimmed VLMC from which match positions have b...
Fit an optimal Variable Length Markov Chain with Covariates (coVLMC)
Fit an optimal Variable Length Markov Chain (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.
Useful links