as_covlmc

as_covlmc.tune_covlmc

This generic function converts an object into a covlmc.

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.

Fabrice Rossi

mixvlmc

Variable Length Markov Chains with Covariates

Hugo Le Picard

Guénolé Joubioux

as_covlmc function

<dl><dt>x</dt>
<dd>an object to convert into a covlmc.</dd>
<dt>...</dt>
<dd>additional arguments for conversion functions.</dd></dl>

Arguments

Convert an object to a Variable Length Markov Chain with covariates (coVLMC) — as_covlmc

<dl>

<dt>x</dt>
<dd>an object to convert into a covlmc.</dd>


<dt>...</dt>
<dd>additional arguments for conversion functions.</dd>

</dl>

as_covlmc: Convert an object to a Variable Length Markov Chain with covariates (coVLMC)

Description

Usage

Value

Arguments

See Also

Examples