Variable Length Markov Chain with Exogenous Covariates

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Documentation for package ‘VLMCX’ version 1.0

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AIC Akaike Information Criteria for 'VLMCX' objects that compose Variable Length Markov Chains with Exogenous Covariates
BIC Bayesian Information Criteria for for 'VLMCX' objects that compose Variable Length Markov Chains with Exogenous Covariates
coef Coefficients from a Variable Length Markov Chain with Exogenous Covariates
context.algorithm Context Algorithm using exogenous covariates
draw Draw the Variable Length Markov Chain estimated model
estimate Estimation of Variable Length Markov Chain with Exogenous Covariates
LogLik Log Likelihood for Variable Length Markov Chains with Exopgenous Covariates
maximum.context Maximum Context Tree
predict Prediction of the next state of the Markov Chain/Categorical Time series
simulate Simulate a Variable Length Markov Chain with Exogenous covariates
VLMCX Variable Length Markov Chain with Exogenous Covariates