markovchain (version 0.9.5)

fitHigherOrder: Functions to fit a higher order Markov chain

Description

Given a sequence of states arising from a stationary state, it fits the underlying Markov chain distribution with higher order.

Usage

fitHigherOrder(sequence, order = 2)
seq2freqProb(sequence)
seq2matHigh(sequence, order)

Value

A list containing lambda, Q, and X.

Arguments

sequence

A character list.

order

Markov chain order

Author

Giorgio Spedicato, Tae Seung Kang

References

Ching, W. K., Huang, X., Ng, M. K., & Siu, T. K. (2013). Higher-order markov chains. In Markov Chains (pp. 141-176). Springer US.

Ching, W. K., Ng, M. K., & Fung, E. S. (2008). Higher-order multivariate Markov chains and their applications. Linear Algebra and its Applications, 428(2), 492-507.

Examples

sequence<-c("a", "a", "b", "b", "a", "c", "b", "a", "b", "c", "a", "b",
            "c", "a", "b", "c", "a", "b", "a", "b")
fitHigherOrder(sequence)