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.
| Version: | 0.2.2 |
| Depends: | R (≥ 2.10) |
| Imports: | assertthat, butcher, ggplot2, methods, nnet, pROC, Rcpp (≥ 1.0.8.3), rlang, stats, stringr, VGAM, withr |
| LinkingTo: | Rcpp |
| Suggests: | data.table, foreach, geodist, knitr, rmarkdown, testthat (≥ 3.0.0), tibble, vdiffr, waldo |
| Published: | 2025-05-26 |
| DOI: | 10.32614/CRAN.package.mixvlmc |
| Author: | Fabrice Rossi 
[aut, cre, cph],
Hugo Le Picard
[ctb],
Guénolé Joubioux [ctb] |
| Maintainer: | Fabrice Rossi <Fabrice.Rossi at apiacoa.org> |
| BugReports: | https://github.com/fabrice-rossi/mixvlmc/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/fabrice-rossi/mixvlmc, https://fabrice-rossi.github.io/mixvlmc/ |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | mixvlmc results |
Documentation:
| Reference manual: | mixvlmc.html , mixvlmc.pdf |
| Vignettes: |
Context trees (source, R code) Variable Length Markov Chains with Covariates (COVLMC) (source, R code) Likelihood calculation (source, R code) Predicting with (CO)VLMC (source, R code) Sampling from (CO)VLMC (source, R code) Variable length Markov chains (VLMC) (source, R code) |
Downloads:
| Package source: | mixvlmc_0.2.2.tar.gz |
| Windows binaries: | r-devel: mixvlmc_0.2.2.zip, r-release: mixvlmc_0.2.2.zip, r-oldrel: mixvlmc_0.2.2.zip |
| macOS binaries: | r-release (arm64): mixvlmc_0.2.2.tgz, r-oldrel (arm64): mixvlmc_0.2.2.tgz, r-release (x86_64): mixvlmc_0.2.2.tgz, r-oldrel (x86_64): mixvlmc_0.2.2.tgz |
| Old sources: | mixvlmc archive |
Linking:
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