Other packages > Find by keyword >

VLMCX  

Variable Length Markov Chain with Exogenous Covariates
View on CRAN: Click here


Download and install VLMCX package within the R console
Install from CRAN:
install.packages("VLMCX")

Install from Github:
library("remotes")
install_github("cran/VLMCX")

Install by package version:
library("remotes")
install_version("VLMCX", "1.0")



Attach the package and use:
library("VLMCX")
Maintained by
Adriano Zanin Zambom Developer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-02-08
Latest Update: 2024-02-08
Description:
Models categorical time series through a Markov Chain when a) covariates are predictors for transitioning into the next state/symbol and b) when the dependence in the past states has variable length. The probability of transitioning to the next state in the Markov Chain is defined by a multinomial regression whose parameters depend on the past states of the chain and, moreover, the number of states in the past needed to predict the next state also depends on the observed states themselves. See Zambom, Kim, and Garcia (2022) <doi:10.1111/jtsa.12615>.
How to cite:
Adriano Zanin Zambom Developer (2024). VLMCX: Variable Length Markov Chain with Exogenous Covariates. R package version 1.0, https://cran.r-project.org/web/packages/VLMCX. Accessed 21 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited VLMCX R package
View VLMCX citation profile
Other R packages that VLMCX depends, imports, suggests or enhances
Complete documentation for VLMCX
Functions, R codes and Examples using the VLMCX R package
Full VLMCX package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
artfima  
ARTFIMA Model Estimation
Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stat ...
Download / Learn more Package Citations See dependency  
potential  
Implementation of the Potential Model
Provides functions to compute the potential model as defined by Stewart (1941) ...
Download / Learn more Package Citations See dependency  
preputils  
Utilities for Preparation of Data Analysis
Miscellaneous small utilities are provided to mitigate issues with messy, inconsistent or high dimen ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,034

Author Associations

28,333

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA