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
| Version | Repository | File | Size |
|---|---|---|---|
0.2.1 |
rolling source/ R- | GenMarkov_0.2.1.tar.gz |
70.0 KiB |
0.2.1 |
rolling linux/jammy 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 |
latest linux/jammy R-4.5 | GenMarkov_0.2.1.tar.gz |
109.1 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
- 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)