Multivariate Markov Chains


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Documentation for package ‘GenMarkov’ version 0.2.0

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mmcx Non-homogeneous Multivariate Markov Chains
MMC_tpm Transition Probability Matrices
multi.mtd Estimation of Multivariate Markov Chains - MTD model
multi.mtd_probit Estimation of Multivariate Markov Chains: MTD - Probit Model
stockreturns Stock returns data