GenMarkov: Multivariate Markov Chains

Carolina Vasconcelos; Bruno Damásio

GenMarkov: Multivariate Markov Chains

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Abstract

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.

Original language	English
Media of output	Online
Publication status	Published - 8 Nov 2021

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Reference manual GenMarkovFinal published version, 83.8 KBLicence: Unspecified

https://cran.r-project.org/package=GenMarkovLicence: Unspecified

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title = "GenMarkov: Multivariate Markov Chains",

abstract = "Provides routines to estimate the Mixture Transition Distribution Model based on Raftery (1985) and Nicolau (2014) 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.",

author = "Carolina Vasconcelos and Bruno Dam{\'a}sio",

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AU - Vasconcelos, Carolina

AU - Damásio, Bruno

N1 - Vasconcelos, C. (Author), & Damásio, B. (Author). (2021). GenMarkov: Multivariate Markov Chains. Software https://cran.r-project.org/package=GenMarkov

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N2 - Provides routines to estimate the Mixture Transition Distribution Model based on Raftery (1985) and Nicolau (2014) 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.

AB - Provides routines to estimate the Mixture Transition Distribution Model based on Raftery (1985) and Nicolau (2014) 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.

M3 - Software

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GenMarkov: Multivariate Markov Chains

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