Package: VLMCX
Type: Package
Title: Variable Length Markov Chain with Exogenous Covariates
Version: 1.0
Date: 2024-02-01
Imports: graphics, nnet, berryFunctions, stats, utils
Authors@R: c(person("Adriano Zanin Zambom", "Developer", role = c("aut", "cre","cph"), email = "adriano.zambom@gmail.com"), person("Seonjin Kim", "Developer", role = "aut"), person("Nancy Lopes Garcia", "Developer", role = "aut") )
Description: Models categorical time series through a Markov Chain when
        a) covariates are predictors for transitioning into the next
        state/symbol and b) when the dependence in the past states has
        variable length. The probability of transitioning to the next
        state in the Markov Chain is defined by a multinomial
        regression whose parameters depend on the past states of the
        chain and, moreover, the number of states in the past needed to
        predict the next state also depends on the observed states
        themselves. See Zambom, Kim, and Garcia (2022)
        <doi:10.1111/jtsa.12615>.
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2026-09-22 12:02:41 UTC; root
Author: Adriano Zanin Zambom Developer [aut, cre, cph], Seonjin Kim
        Developer [aut], Nancy Lopes Garcia Developer [aut]
Maintainer: Adriano Zanin Zambom Developer <adriano.zambom@gmail.com>
Repository: https://adrianozambom.r-universe.dev
Date/Publication: 2024-02-09 02:30:03 UTC
RemoteUrl: https://github.com/cran/VLMCX
RemoteRef: HEAD
RemoteSha: b92c22c9cfcb0252ce73a15ec266a585c6abce75