R: Functions to fit a higher order Markov chain

fitHigherOrder {markovchain} | R Documentation

## 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)

### Arguments

`sequence` | A character list.
`order` | Markov chain order

### Value

A list containing lambda, Q, and X.

### Note

This function is written in Rcpp.

### Author(s)

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)

[Package markovchain version 0.8.6 Index]