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.">

GenMarkov: Multivariate Markov Chains (original) (raw)

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: 0.2.0
Depends: R (≥ 3.5.0)
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: 2023-12-19
DOI: 10.32614/CRAN.package.GenMarkov
Author: Carolina Vasconcelos [aut, cre], Bruno Damasio [aut]
Maintainer: Carolina Vasconcelos
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: GenMarkov results

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