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Variable Length Markov Chain with Exogenous Covariates

0packages depend
1.8Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
13OK
Slowest check: 54 s · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
11
Examples that run
0%11 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
9%

Downloads

1.8K
CRAN downloads in the past year
Rank #24,498 · ~5/day · ~147/mo
Daily download trend is not available in this view yet.
20030 days
48190 days
1.8K1 year
Compare downloads with other packages →
Also on67 r2u4 autocran

Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)

Installing VLMCX adds 2 packages (0 with compiled code, 1.2 MB of source tarballs). Heaviest: berryFunctions 1.2 MB, abind 21 KB.

Depends (0)
none
Imports (5)
graphicsnnetberryFunctionsstatsutils
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (3)
Author, Maintainer since 1.0 (2024), Copyright holder
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 1.0Latest
    2024-02-08 · current release
  • R
    R 4.3.0 released · 2023-04-21

Package metadata

First published
2024-02-08
Total releases
1 / 2 yrs
License
GPL (>= 2) OSI
Download size
17 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("VLMCX")
Developer, A. Z. Z., Developer, N. L. G., & Developer, S. K. (2024). VLMCX: Variable Length Markov Chain with Exogenous Covariates (Version 1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.VLMCX

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for VLMCX version 1.0 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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