mixvlmc
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Software:5980448
Variable Length Markov Chains with Covariates
Last update: 31 October 2023
Copyright license: GNU General Public License
Software version identifier: 0.1.1, 0.2.0, 0.2.1
Estimates Variable Length Markov Chains (VLMC) models and VLMC with covariates models from discrete sequences. Supports model selection via information criteria and simulation of new sequences from an estimated model. See Bühlmann, P. and Wyner, A. J. (1999) <doi:10.1214/aos/1018031204> for VLMC and Zanin Zambom, A., Kim, S. and Lopes Garcia, N. (2022) <doi:10.1111/jtsa.12615> for VLMC with covariates.
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