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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.

Version: 0.2.1
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: 2023-10-31
DOI: 10.32614/CRAN.package.mixvlmc
Author: Fabrice Rossi ORCID iD [aut, cre, cph], Hugo Le Picard ORCID iD [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.pdf
Vignettes: Context trees
Variable Length Markov Chains with Covariates (COVLMC)
Likelihood calculation
Predicting with (CO)VLMC
Sampling from (CO)VLMC
Variable length Markov chains (VLMC)

Downloads:

Package source: mixvlmc_0.2.1.tar.gz
Windows binaries: r-devel: mixvlmc_0.2.1.zip, r-release: mixvlmc_0.2.1.zip, r-oldrel: mixvlmc_0.2.1.zip
macOS binaries: r-release (arm64): mixvlmc_0.2.1.tgz, r-oldrel (arm64): mixvlmc_0.2.1.tgz, r-release (x86_64): mixvlmc_0.2.1.tgz, r-oldrel (x86_64): mixvlmc_0.2.1.tgz
Old sources: mixvlmc archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.