Package: GenMarkov 0.2.0
Carolina Vasconcelos
GenMarkov: Multivariate Markov Chains
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.
Authors:
GenMarkov_0.2.0.tar.gz
GenMarkov_0.2.0.tar.gz(r-4.5-noble)GenMarkov_0.2.0.tar.gz(r-4.4-noble)
GenMarkov_0.2.0.tgz(r-4.4-emscripten)GenMarkov_0.2.0.tgz(r-4.3-emscripten)
GenMarkov.pdf |GenMarkov.html✨
GenMarkov/json (API)
# Install 'GenMarkov' in R: |
install.packages('GenMarkov', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- stockreturns - Stock returns data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 11 months agofrom:f2713bade8. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 15 2024 |
R-4.5-linux | OK | Oct 15 2024 |
Exports:MMC_tpmmmcxmulti.mtdmulti.mtd_probit
Dependencies:alabamabackportsbase64encbslibcachemcheckmatecliclustercolorspacedata.tabledigestevaluatefansifarverfastDummiesfastmapfontawesomeforeignFormulafsgenericsggplot2gluegridExtragtablehighrHmischtmlTablehtmltoolshtmlwidgetsisobandjquerylibjsonliteknitrlabelinglatticelifecyclemagrittrMASSMatrixmatrixcalcmaxLikmemoisemgcvmimemiscToolsmunsellnlmennetnumDerivpillarpkgconfigR6rappdirsRColorBrewerrlangrmarkdownrpartrstudioapisandwichsassscalesstringistringrtibbletinytexutf8vctrsviridisviridisLitewithrxfunyamlzoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Transition Probability Matrices | MMC_tpm |
Non-homogeneous Multivariate Markov Chains | mmcx |
Estimation of Multivariate Markov Chains - MTD model | multi.mtd |
Estimation of Multivariate Markov Chains: MTD - Probit Model | multi.mtd_probit |
Stock returns data | stockreturns |