GenMarkov (Q119116)

From MaRDI portal
Multivariate Markov Chains
Language Label Description Also known as
English
GenMarkov
Multivariate Markov Chains

    Statements

    0 references
    0.1.0
    8 November 2021
    0 references
    0.2.0
    19 December 2023
    0 references
    0 references
    19 December 2023
    0 references
    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.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references