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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 <cvasconcelos at novaims.unl.pt> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | GenMarkov results |
| Reference manual: | GenMarkov.pdf |
| Package source: | GenMarkov_0.2.0.tar.gz |
| Windows binaries: | r-devel: GenMarkov_0.2.0.zip, r-release: GenMarkov_0.2.0.zip, r-oldrel: GenMarkov_0.2.0.zip |
| macOS binaries: | r-release (arm64): GenMarkov_0.2.0.tgz, r-oldrel (arm64): GenMarkov_0.2.0.tgz, r-release (x86_64): GenMarkov_0.2.0.tgz, r-oldrel (x86_64): GenMarkov_0.2.0.tgz |
| Old sources: | GenMarkov archive |
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