context_number.covlmc

This function returns the total number of contexts of a VLMC 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.

Fabrice Rossi

mixvlmc

Variable Length Markov Chains with Covariates

Hugo Le Picard

Guénolé Joubioux

context_number.covlmc function

<dl><dt>ct</dt>
<dd>a fitted covlmc model.</dd></dl>

Arguments

Contexts number of a VLMC with covariates — context_number.covlmc

<dl>

<dt>ct</dt>
<dd>a fitted covlmc model.</dd>

</dl>

context_number.covlmc: Contexts number of a VLMC with covariates

Description

Usage

Value

Arguments

Examples