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mixvlmc

Variable Length Markov Chains with Covariates

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.

Versions across snapshots

VersionRepositoryFileSize
0.2.2 rolling linux/jammy R-4.5 mixvlmc_0.2.2.tar.gz 3.0 MiB
0.2.2 rolling linux/noble R-4.5 mixvlmc_0.2.2.tar.gz 3.0 MiB
0.2.2 rolling source/ R- mixvlmc_0.2.2.tar.gz 2.3 MiB
0.2.2 latest linux/jammy R-4.5 mixvlmc_0.2.2.tar.gz 3.0 MiB
0.2.2 latest linux/noble R-4.5 mixvlmc_0.2.2.tar.gz 3.0 MiB
0.2.2 latest source/ R- mixvlmc_0.2.2.tar.gz 2.3 MiB
0.2.2 2026-04-26 source/ R- mixvlmc_0.2.2.tar.gz 2.3 MiB
0.2.2 2026-04-23 source/ R- mixvlmc_0.2.2.tar.gz 2.3 MiB
0.2.2 2026-04-09 windows/windows R-4.5 mixvlmc_0.2.2.zip 3.3 MiB
0.2.1 2025-04-20 source/ R- mixvlmc_0.2.1.tar.gz 2.3 MiB

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