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.
| Version: |
0.1.0 |
| 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) |
| Published: |
2021-11-08 |
| Author: |
Carolina Vasconcelos [aut, cre],
Bruno Damasio [aut] |
| Maintainer: |
Carolina Vasconcelos <cvasconcelos at novaims.unl.pt> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
GenMarkov results |
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