Package: mixvlmc 0.2.1.9000

mixvlmc: Variable Length Markov Chains with Covariates

Estimates Variable Length Markov Chains (VLMC) models and VLMC with covariates models from discrete sequences. Supports model selection via information criteria and simulation of new sequences from an estimated model. See Bühlmann, P. and Wyner, A. J. (1999) <doi:10.1214/aos/1018031204> for VLMC and Zanin Zambom, A., Kim, S. and Lopes Garcia, N. (2022) <doi:10.1111/jtsa.12615> for VLMC with covariates.

Authors:Fabrice Rossi [aut, cre, cph], Hugo Le Picard [ctb], Guénolé Joubioux [ctb]

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mixvlmc.pdf |mixvlmc.html✨
mixvlmc/json (API)
NEWS

# Install 'mixvlmc' in R:

install.packages('mixvlmc', repos = c('https://fabrice-rossi.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/fabrice-rossi/mixvlmc/issues

Uses libs:

c++– GNU Standard C++ Library v3

Datasets:

globalearthquake - Significant Earthquake Dataset
powerconsumption - Individual household electric power consumption

On CRAN:

machine-learning markov-chain markov-model statistics time-series

40 exports 2 stars 1.92 score 27 dependencies 20 scripts 234 downloads

Last updated 4 months agofrom:0b4e012f17. Checks:OK: 9. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Sep 04 2024
R-4.5-win-x86_64	OK	Sep 04 2024
R-4.5-linux-x86_64	OK	Sep 04 2024
R-4.4-win-x86_64	OK	Sep 04 2024
R-4.4-mac-x86_64	OK	Sep 04 2024
R-4.4-mac-aarch64	OK	Sep 04 2024
R-4.3-win-x86_64	OK	Sep 04 2024
R-4.3-mac-x86_64	OK	Sep 04 2024
R-4.3-mac-aarch64	OK	Sep 04 2024

Exports:as_covlmc as_sequence as_vlmc charset_ascii charset_utf8 children context_number contexts counts covariate_depth covariate_memory covlmc covlmc_control ctx_tree cutoff depth draw draw_control dts dts_data find_sequence is_context is_covlmc is_ctx_tree is_dts is_merged is_reversed is_vlmc loglikelihood merged_with metrics model parent positions prune states trim tune_covlmc tune_vlmc vlmc

Dependencies:assertthat butcher cli cpp11 crayon fansi glue lifecycle lobstr magrittr nnet pillar pkgconfig plyr prettyunits pROC purrr Rcpp rlang stringi stringr tibble utf8 vctrs VGAM withr xtable

Context trees

Rendered fromcontext-trees.Rmdusingknitr::rmarkdownon Sep 04 2024.

Last update: 2024-03-23
Started: 2022-08-09

Likelihood calculation

Rendered fromlikelihood.Rmdusingknitr::rmarkdownon Sep 04 2024.

Last update: 2024-03-27
Started: 2023-08-22

Predicting with (CO)VLMC

Rendered fromprediction.Rmdusingknitr::rmarkdownon Sep 04 2024.

Last update: 2023-09-16
Started: 2023-09-16

Sampling from (CO)VLMC

Rendered fromsampling.Rmdusingknitr::rmarkdownon Sep 04 2024.

Last update: 2024-03-27
Started: 2023-06-28

Variable length Markov chains (VLMC)

Rendered fromvariable-length-markov-chains.Rmdusingknitr::rmarkdownon Sep 04 2024.

Last update: 2023-10-08
Started: 2023-04-06

Variable Length Markov Chains with Covariates (COVLMC)

Rendered fromcovlmc.Rmdusingknitr::rmarkdownon Sep 04 2024.

Last update: 2024-03-22
Started: 2023-06-11

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
mixvlmc: Variable Length Markov Chains with Covariates	mixvlmc-package mixvlmc
Convert an object to a Variable Length Markov Chain with covariates (coVLMC)	as_covlmc as_covlmc.tune_covlmc
Extract the sequence encoded by a node	as_sequence
Convert an object to a Variable Length Markov Chain (VLMC)	as_vlmc as_vlmc.ctx_tree as_vlmc.tune_vlmc
Convert an object to a Variable Length Markov Chain (VLMC)	as_vlmc.ctx_tree_cpp
Create a complete ggplot for the results of automatic COVLMC complexity selection	autoplot.tune_covlmc
Create a complete ggplot for the results of automatic VLMC complexity selection	autoplot.tune_vlmc
ASCII character set for context tree text representation	charset_ascii
UTF-8 character set for context tree text representation	charset_utf8
Find the children nodes of a node in a context tree	children children.ctx_node children.ctx_node_cpp
Number of contexts of a context tree	context_number
Contexts number of a VLMC with covariates	context_number.covlmc
Contexts of a context tree	contexts
Contexts of a VLMC with covariates	contexts.covlmc
Contexts of a context tree	contexts.ctx_tree contexts.ctx_tree_cpp
Contexts of a VLMC	contexts.vlmc contexts.vlmc_cpp
Report the distribution of values that follow occurrences of a sequence	counts counts.ctx_node counts.ctx_node_cpp
Maximal covariate memory of a VLMC with covariates	covariate_depth
Covariate memory length for a COVLMC context	covariate_memory
Fit a Variable Length Markov Chain with Covariates (coVLMC)	covlmc
Control for coVLMC fitting	covlmc_control
Fit a Variable Length Markov Chain with Covariates (coVLMC)	covlmc.default
Fit a Variable Length Markov Chain with Covariates (coVLMC)	covlmc.dts
Build a context tree for a discrete time series	ctx_tree
Build a context tree for a discrete time series	ctx_tree.default
Build a context tree for a discrete time series	ctx_tree.dts
Cut off values for VLMC like model	cutoff
Cut off values for pruning the context tree of a VLMC with covariates	cutoff.covlmc
Cut off value for pruning a node in the context tree of a VLMC	cutoff.ctx_node
Cut off values for pruning the context tree of a VLMC	cutoff.vlmc cutoff.vlmc_cpp
Depth of a context tree	depth
Text based representation of a context tree	draw
Control parameters for 'draw'	draw_control
Text based representation of a covlmc model	draw.covlmc
Text based representation of a context tree	draw.ctx_tree draw.ctx_tree_cpp
Text based representation of a vlmc	draw.vlmc draw.vlmc_cpp
Convert a vector to a discrete time series.	dts
Extract the plain discrete time series from a dts object	dts_data
Find the node of a sequence in a context tree	find_sequence find_sequence.ctx_tree find_sequence.ctx_tree_cpp
Find the node of a sequence in a COVLMC context tree	find_sequence.covlmc
Significant Earthquake Dataset	globalearthquake
Report the nature of a node in a context tree	is_context
Test if the object is a covlmc model	is_covlmc
Test if the object is a context tree	is_ctx_tree
Test if the object is a discrete time series	is_dts
Merging status of a COVLMC context	is_merged
Report the ordering convention of the node	is_reversed
Test if the object is a vlmc model	is_vlmc
Log-Likelihood of a VLMC with covariates	logLik.covlmc
Log-Likelihood of a VLMC	logLik.vlmc logLik.vlmc_cpp
Log-Likelihood of a VLMC	loglikelihood loglikelihood.vlmc loglikelihood.vlmc_cpp
Log-Likelihood of a VLMC with covariates	loglikelihood.covlmc
Merged contexts in a COVLMC	merged_with
Predictive quality metrics for context based models	metrics
Predictive quality metrics for VLMC with covariates	metrics.covlmc print.metrics.covlmc
Predictive quality metrics for a node of a context tree	metrics.ctx_node
Predictive quality metrics for a node of a COVLMC context tree	metrics.ctx_node_covlmc
Predictive quality metrics for VLMC	metrics.vlmc print.metrics.vlmc
Logistic model of a COVLMC context	model
Find the parent of a node in a context tree	parent parent.ctx_node parent.ctx_node_cpp
Plot the results of automatic (CO)VLMC complexity selection	plot.tune_covlmc plot.tune_vlmc
Report the positions of a sequence associated to a node	positions positions.ctx_node positions.ctx_node_cpp
Individual household electric power consumption	powerconsumption
Next state prediction in a discrete time series for a VLMC with covariates	predict.covlmc
Next state prediction in a discrete time series for a VLMC	predict.vlmc predict.vlmc_cpp
Print a context list	print.contexts
Print a discrete time series	print.dts
Prune a Variable Length Markov Chain (VLMC)	prune prune.vlmc prune.vlmc_cpp
Prune a Variable Length Markov Chain with covariates	prune.covlmc
Reverse Sequence	rev.ctx_node
Simulate a discrete time series for a covlmc	simulate.covlmc
Simulate a discrete time series for a vlmc	simulate.vlmc
Simulate a discrete time series for a vlmc	simulate.vlmc_cpp
State space of an object	states states.ctx_tree states.dts
Trim a context tree	trim
Trim a COVLMC	trim.covlmc
This function returns a trimmed VLMC from which match positions have been removed.	trim.vlmc
This function returns a trimmed VLMC from which match positions have been removed.	trim.vlmc_cpp
Fit an optimal Variable Length Markov Chain with Covariates (coVLMC)	tune_covlmc
Fit an optimal Variable Length Markov Chain (VLMC)	tune_vlmc
Fit a Variable Length Markov Chain (VLMC)	vlmc
Fit a Variable Length Markov Chain (VLMC)	vlmc.default
Fit a Variable Length Markov Chain (VLMC)	vlmc.dts