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]

mixvlmc_0.2.1.9000.tar.gz
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mixvlmc_0.2.1.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
mixvlmc/json (API)

# 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

Pkgdown/docs site:https://fabrice-rossi.github.io

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

Conda:

machine-learningmarkov-chainmarkov-modelstatisticstime-seriescpp

6.15 score 6 stars 26 scripts 600 downloads 40 exports 25 dependencies

Last updated from:0b4e012f17. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK334
linux-devel-x86_64OK330
source / vignettesOK349
linux-release-arm64OK327
linux-release-x86_64OK333
macos-release-arm64OK203
macos-release-x86_64OK616
macos-oldrel-arm64OK196
macos-oldrel-x86_64OK350
windows-develOK343
windows-releaseOK341
windows-oldrelOK334
wasm-releaseOK175

Exports:as_covlmcas_sequenceas_vlmccharset_asciicharset_utf8childrencontext_numbercontextscountscovariate_depthcovariate_memorycovlmccovlmc_controlctx_treecutoffdepthdrawdraw_controldtsdts_datafind_sequenceis_contextis_covlmcis_ctx_treeis_dtsis_mergedis_reversedis_vlmcloglikelihoodmerged_withmetricsmodelparentpositionsprunestatestrimtune_covlmctune_vlmcvlmc

Dependencies:assertthatbutcherclicpp11crayongluelifecyclelobstrmagrittrnnetpillarpkgconfigprettyunitspROCpurrrRcpprlangstringistringrtibbleutf8vctrsVGAMwithrxtable

Likelihood calculation
Executive summary | Likelihood functions for Markov chains | Likelihood functions for VLMC | Truncated solution | Specific contexts | Extended contexts | Complete example | Monotonicity | Nested models | Theoretical analysis | Experimental illustration | Model selection | Specific and extended likelihood | Truncated likelihood | Coherence with other uses of a VLMC | Sampling | Prediction
Rendered fromlikelihood.Rmdusingknitr::rmarkdown

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

Sampling from (CO)VLMC
Theoretical results | Sampling from a VLMC | Introduction | CAC time series | Sampling from a COVLMC | CAC example continued | What-if scenarios
Rendered fromsampling.Rmdusingknitr::rmarkdown

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

Context trees
Contexts | Definition | Extracting contexts from a time series in mixvlmc | Direct manipulation of nodes
Rendered fromcontext-trees.Rmdusingknitr::rmarkdown

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

Variable Length Markov Chains with Covariates (COVLMC)
Limitations of Variable Length Markov Chains | A typical example | Theoretical aspects | Variable memory | Conditional distributions | Beta-Context algorithm | COVLMC in practice | Estimation | Model choice | Diagnostics | Contexts
Rendered fromcovlmc.Rmdusingknitr::rmarkdown

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

Variable length Markov chains (VLMC)
Theoretical aspects | High order Markov chains | Sparse models | Variable length Markov chain | VLMC estimation | VLMC in practice | Estimation | Model choice | Automatic model choice | Model choice representation | Diagnostics | Contexts
Rendered fromvariable-length-markov-chains.Rmdusingknitr::rmarkdown

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

Predicting with (CO)VLMC
Introduction | VLMC case | COVLMC case | Initial values | In practice | VLMC | COVLMC | Metrics
Rendered fromprediction.Rmdusingknitr::rmarkdown

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

Readme and manuals

Help Manual

Help pageTopics
mixvlmc: Variable Length Markov Chains with Covariatesmixvlmc-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 nodeas_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 selectionautoplot.tune_covlmc
Create a complete ggplot for the results of automatic VLMC complexity selectionautoplot.tune_vlmc
ASCII character set for context tree text representationcharset_ascii
UTF-8 character set for context tree text representationcharset_utf8
Find the children nodes of a node in a context treechildren children.ctx_node children.ctx_node_cpp
Number of contexts of a context treecontext_number
Contexts number of a VLMC with covariatescontext_number.covlmc
Contexts of a context treecontexts
Contexts of a VLMC with covariatescontexts.covlmc
Contexts of a context treecontexts.ctx_tree contexts.ctx_tree_cpp
Contexts of a VLMCcontexts.vlmc contexts.vlmc_cpp
Report the distribution of values that follow occurrences of a sequencecounts counts.ctx_node counts.ctx_node_cpp
Maximal covariate memory of a VLMC with covariatescovariate_depth
Covariate memory length for a COVLMC contextcovariate_memory
Fit a Variable Length Markov Chain with Covariates (coVLMC)covlmc
Control for coVLMC fittingcovlmc_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 seriesctx_tree
Build a context tree for a discrete time seriesctx_tree.default
Build a context tree for a discrete time seriesctx_tree.dts
Cut off values for VLMC like modelcutoff
Cut off values for pruning the context tree of a VLMC with covariatescutoff.covlmc
Cut off value for pruning a node in the context tree of a VLMCcutoff.ctx_node
Cut off values for pruning the context tree of a VLMCcutoff.vlmc cutoff.vlmc_cpp
Depth of a context treedepth
Text based representation of a context treedraw
Control parameters for 'draw'draw_control
Text based representation of a covlmc modeldraw.covlmc
Text based representation of a context treedraw.ctx_tree draw.ctx_tree_cpp
Text based representation of a vlmcdraw.vlmc draw.vlmc_cpp
Convert a vector to a discrete time series.dts
Extract the plain discrete time series from a dts objectdts_data
Find the node of a sequence in a context treefind_sequence find_sequence.ctx_tree find_sequence.ctx_tree_cpp
Find the node of a sequence in a COVLMC context treefind_sequence.covlmc
Significant Earthquake Datasetglobalearthquake
Report the nature of a node in a context treeis_context
Test if the object is a covlmc modelis_covlmc
Test if the object is a context treeis_ctx_tree
Test if the object is a discrete time seriesis_dts
Merging status of a COVLMC contextis_merged
Report the ordering convention of the nodeis_reversed
Test if the object is a vlmc modelis_vlmc
Log-Likelihood of a VLMC with covariateslogLik.covlmc
Log-Likelihood of a VLMClogLik.vlmc logLik.vlmc_cpp
Log-Likelihood of a VLMCloglikelihood loglikelihood.vlmc loglikelihood.vlmc_cpp
Log-Likelihood of a VLMC with covariatesloglikelihood.covlmc
Merged contexts in a COVLMCmerged_with
Predictive quality metrics for context based modelsmetrics
Predictive quality metrics for VLMC with covariatesmetrics.covlmc print.metrics.covlmc
Predictive quality metrics for a node of a context treemetrics.ctx_node
Predictive quality metrics for a node of a COVLMC context treemetrics.ctx_node_covlmc
Predictive quality metrics for VLMCmetrics.vlmc print.metrics.vlmc
Logistic model of a COVLMC contextmodel
Find the parent of a node in a context treeparent parent.ctx_node parent.ctx_node_cpp
Plot the results of automatic (CO)VLMC complexity selectionplot.tune_covlmc plot.tune_vlmc
Report the positions of a sequence associated to a nodepositions positions.ctx_node positions.ctx_node_cpp
Individual household electric power consumptionpowerconsumption
Next state prediction in a discrete time series for a VLMC with covariatespredict.covlmc
Next state prediction in a discrete time series for a VLMCpredict.vlmc predict.vlmc_cpp
Print a context listprint.contexts
Print a discrete time seriesprint.dts
Prune a Variable Length Markov Chain (VLMC)prune prune.vlmc prune.vlmc_cpp
Prune a Variable Length Markov Chain with covariatesprune.covlmc
Reverse Sequencerev.ctx_node
Simulate a discrete time series for a covlmcsimulate.covlmc
Simulate a discrete time series for a vlmcsimulate.vlmc
Simulate a discrete time series for a vlmcsimulate.vlmc_cpp
State space of an objectstates states.ctx_tree states.dts
Trim a context treetrim
Trim a COVLMCtrim.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