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GenMarkov

Multivariate Markov Chains

Provides routines to estimate the Mixture Transition Distribution Model based on Raftery (1985) <http://www.jstor.org/stable/2345788> 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.

Versions across snapshots

VersionRepositoryFileSize
0.2.1 rolling linux/jammy R-4.5 GenMarkov_0.2.1.tar.gz 109.1 KiB
0.2.1 rolling linux/noble R-4.5 GenMarkov_0.2.1.tar.gz 109.1 KiB
0.2.1 rolling source/ R- GenMarkov_0.2.1.tar.gz 70.0 KiB
0.2.1 latest linux/jammy R-4.5 GenMarkov_0.2.1.tar.gz 109.1 KiB
0.2.1 latest linux/noble R-4.5 GenMarkov_0.2.1.tar.gz 109.1 KiB
0.2.1 latest source/ R- GenMarkov_0.2.1.tar.gz 70.0 KiB
0.2.1 2026-04-26 source/ R- GenMarkov_0.2.1.tar.gz 70.0 KiB
0.2.1 2026-04-23 source/ R- GenMarkov_0.2.1.tar.gz 70.0 KiB
0.2.1 2026-04-09 windows/windows R-4.5 GenMarkov_0.2.1.zip 112.2 KiB
0.2.1 2025-04-20 source/ R- GenMarkov_0.2.1.tar.gz 70.0 KiB

Dependencies (latest)

Imports