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GenMarkov

Multivariate Markov Chains

v0.2.1 · Mar 5, 2025 · GPL (>= 2)

Description

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.

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r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
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r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies alabama fastDummies Hmisc (>= 4.5-0) matrixcalc maxLik nnet (>= 7.3-16) GenMarkov

Version History

new 0.2.1 Mar 9, 2026