R: Function to fit Higher Order Multivariate Markov chain

fitHighOrderMultivarMC {markovchain} | R Documentation

## Function to fit Higher Order Multivariate Markov chain

### Description

Given a matrix of categorical sequences it fits Higher Order Multivariate Markov chain.

### Usage

    fitHighOrderMultivarMC(seqMat, order = 2, Norm = 2)

### Arguments

`seqMat` | a matrix or a data frame where each column is a categorical sequence
`order` | Multivariate Markov chain order. Default is 2.
`Norm` | Norm to be used. Default is 2.

### Value

an hommc object

### Author(s)

Giorgio Spedicato, Deepak Yadav

### References

W.-K. Ching et al. / Linear Algebra and its Applications

### Examples

    data <- matrix(c('2', '1', '3', '3', '4', '3', '2', '1', '3', '3', '2', '1',
                   c('2', '4', '4', '4', '4', '2', '3', '3', '1', '4', '3', '3')),
                   ncol = 2, byrow = FALSE)

    fitHighOrderMultivarMC(data, order = 2, Norm = 2)

[Package markovchain version 0.8.6 Index]