raindata

A data frame with the rainfall history in the city of Canberra, Australia.
The data spans from 01/11/2007 to 25/06/2017.

datasets

Estimates parameters in Mixture Transition Distribution (MTD) models, a class of high-order Markov chains. The set of relevant pasts (lags) is selected using either the Bayesian Information Criterion or the Forward Stepwise and Cut algorithms. Other model parameters (e.g. transition probabilities and oscillations) can be estimated via maximum likelihood estimation or the Expectation-Maximization algorithm. Additionally, 'hdMTD' includes a perfect sampling algorithm that generates samples of an MTD model from its invariant distribution. For theory, see Ost & Takahashi (2023) <http://jmlr.org/papers/v24/22-0266.html>.

Maiara Gripp

hdMTD

Inference for High-Dimensional Mixture Transition Distribution
Models

Guilherme Ost

Giulio Iacobelli

raindata function

A data frame with 3525 rows and 2 columns. Each row corresponds
to a day specified in column 1 ("Date"). The value in column 2 ("RainToday")
is 0 if no rain was recorded in the city of Canberra that day, and 1 otherwise.
<dl>
<dt>Date</dt>
<dd>Date in YYYY-MM-DD format.</dd><dt>RainToday</dt>
<dd>Binary indicator (0 = no rain, 1 = rain).</dd>
</dl>

Format

Rain data set for the city of Canberra, Australia — raindata

A data frame with 3525 rows and 2 columns. Each row corresponds
to a day specified in column 1 ("Date"). The value in column 2 ("RainToday")
is 0 if no rain was recorded in the city of Canberra that day, and 1 otherwise.
<dl>
<dt>Date</dt>
<dd>Date in YYYY-MM-DD format.</dd>

<dt>RainToday</dt>
<dd>Binary indicator (0 = no rain, 1 = rain).</dd>


</dl>

raindata: Rain data set for the city of Canberra, Australia

Description

Usage

Arguments

Format

Examples