fit_markov_mix {markovmix}

Fit mixture of Markov chains

Description

fit_markov_mix fits mixture of Markov chains. It supports high-order Markov chains, multiple sequences and mixture components with cluster probabilities.

Usage

fit_markov_mix(
  seq_list,
  order. = 1L,
  states = NULL,
  clusters = NULL,
  verbose = TRUE
)

Arguments

seq_list

Sequence list containing vectors of the same class.

order.

Integer (1L) indicating the order of the Markov chain.

states

NULL or vector indicating the states in the Markov chain. If NULL, states are inferred from unique non-NA elements in all the sequences. If vector, it should match the class of the sequences. NA elements in the vector are removed.

clusters

NULL or matrix containing clustering probabilities. If NULL, Markov chain is fit without mixture components. If matrix, rows are probabilities of sequences and columns are components. As probabilities of sequences, rows are normalized to sum up to 1.

verbose

Logical (1L) indicating whether additional messages should be printed.

Value

An object of class MarkovMix.

Note

Change log:

• 0.1.0 Xiurui Zhu - Initiate the function.

Author(s)

Xiurui Zhu

Examples

# Generate a list of integer sequences of different lengths with 4 states
test_states <- seq_len(4L)
test_maxlen <- 10L
set.seed(1111L)
test_seq <- purrr::map(
  seq_len(100L),
  ~ sample(test_states, sample.int(test_maxlen, 1L), replace = TRUE)
)

# Fit a 1-order Markov chain
markov_fit <- fit_markov_mix(
  seq_list = test_seq,
  order. = 1L,
  states = test_states
)
print(markov_fit)

# Fit a mixture of 2-order Markov chain with 3 components
test_n_comp <- 3L
test_clusters <- matrix(
  runif(length(test_seq) * test_n_comp),
  nrow = length(test_seq),
  ncol = test_n_comp
)
markov_mix_fit <- fit_markov_mix(
  seq_list = test_seq,
  order. = 2L,
  states = test_states,
  clusters = test_clusters
)
print(markov_mix_fit)