| Name : R-VLMCX
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.4
| Date : 2024-06-14 11:34:53
|
| Group : Development/Libraries/Other
| Source RPM : R-VLMCX-1.0-lp153.1.4.src.rpm
|
| Size : 0.09 MB
| |
| Packager : (none)
| |
| Summary : Variable Length Markov Chain with Exogenous Covariates
|
Description :
Models categorical time series through a Markov Chain when a)
covariates are predictors for transitioning into the next state/symbol
and b) when the dependence in the past states has variable length. The
probability of transitioning to the next state in the Markov Chain is
defined by a multinomial regression whose parameters depend on the past
states of the chain and, moreover, the number of states in the past
needed to predict the next state also depends on the observed states
themselves. See Zambom, Kim, and Garcia (2022)
< doi:10.1111/jtsa.12615>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
