Function reference

ctx_tree()
 Build a context tree for a discrete time series

context_number()
 Number of contexts of a context tree

contexts()
 Contexts of a context tree

contexts(<ctx_tree>)
contexts(<ctx_tree_cpp>)
 Contexts of a context tree

depth()
 Depth of a context tree

draw(<ctx_tree_cpp>)
draw(<ctx_tree>)
 Text based representation of a context tree

draw_control()
 Control parameters for
draw

print(<contexts>)
 Print a context list

states()
 State space of a context tree

find_sequence()
 Find the node of a sequence in a context tree

find_sequence(<covlmc>)
 Find the node of a sequence in a COVLMC context tree

as_sequence()
 Extract the sequence encoded by a node

children()
 Find the children nodes of a node in a context tree

covariate_memory()
 Covariate memory length for a COVLMC context

counts()
 Report the distribution of values that follow occurrences of a sequence

cutoff(<ctx_node>)
 Cut off value for pruning a node in the context tree of a VLMC

is_context()
 Report the nature of a node in a context tree

is_merged()
 Merging status of a COVLMC context

is_reversed()
 Report the ordering convention of the node

merged_with()
 Merged contexts in a COVLMC

metrics(<ctx_node>)
 Predictive quality metrics for a node of a context tree

metrics(<ctx_node_covlmc>)
 Predictive quality metrics for a node of a COVLMC context tree

model()
 Logistic model of a COVLMC context

parent()
 Find the parent of a node in a context tree

positions()
 Report the positions of a sequence associated to a node

rev(<ctx_node>)
 Reverse Sequence
Variable Length Markov Chain (VLMC)
Estimate VLMC from a time series and extract information from them.

vlmc()
 Fit a Variable Length Markov Chain (VLMC)

context_number()
 Number of contexts of a context tree

contexts(<vlmc>)
contexts(<vlmc_cpp>)
 Contexts of a VLMC

depth()
 Depth of a context tree

draw(<vlmc>)
draw(<vlmc_cpp>)
 Text based representation of a vlmc

draw_control()
 Control parameters for
draw

logLik(<vlmc>)
logLik(<vlmc_cpp>)
 LogLikelihood of a VLMC

loglikelihood()
 LogLikelihood of a VLMC

metrics(<vlmc>)
print(<metrics.vlmc>)
 Predictive quality metrics for VLMC

predict(<vlmc>)
predict(<vlmc_cpp>)
 Next state prediction in a discrete time series for a VLMC

states()
 State space of a context tree
Variable Length Markov Chain with covariates (COVLMC)
Estimate COVLMC from a time series and covariates. Extract information from them.

covlmc()
 Fit a Variable Length Markov Chain with Covariates (coVLMC)

covlmc_control()
 Control for coVLMC fitting

context_number(<covlmc>)
 Contexts number of a VLMC with covariates

contexts(<covlmc>)
 Contexts of a VLMC with covariates

covariate_depth()
 Maximal covariate memory of a VLMC with covariates

depth()
 Depth of a context tree

draw(<covlmc>)
 Text based representation of a covlmc model

draw_control()
 Control parameters for
draw

logLik(<covlmc>)
 LogLikelihood of a VLMC with covariates

loglikelihood(<covlmc>)
 LogLikelihood of a VLMC with covariates

metrics(<covlmc>)
print(<metrics.covlmc>)
 Predictive quality metrics for VLMC with covariates

predict(<covlmc>)
 Next state prediction in a discrete time series for a VLMC with covariates

states()
 State space of a context tree
Model selection for (CO)VLMC
Functions to adjust automatically or manually the complexity of a (CO)VLMC to the time series.

tune_vlmc()
 Fit an optimal Variable Length Markov Chain (VLMC)

plot(<tune_vlmc>)
plot(<tune_covlmc>)
 Plot the results of automatic (CO)VLMC complexity selection

autoplot(<tune_vlmc>)
 Create a complete ggplot for the results of automatic VLMC complexity selection

cutoff(<vlmc>)
cutoff(<vlmc_cpp>)
 Cut off values for pruning the context tree of a VLMC

prune()
 Prune a Variable Length Markov Chain (VLMC)

tune_covlmc()
 Fit an optimal Variable Length Markov Chain with Covariates (coVLMC)

plot(<tune_vlmc>)
plot(<tune_covlmc>)
 Plot the results of automatic (CO)VLMC complexity selection

autoplot(<tune_covlmc>)
 Create a complete ggplot for the results of automatic COVLMC complexity selection

cutoff(<covlmc>)
 Cut off values for pruning the context tree of a VLMC with covariates

prune(<covlmc>)
 Prune a Variable Length Markov Chain with covariates

simulate(<covlmc>)
 Simulate a discrete time series for a covlmc

simulate(<vlmc>)
 Simulate a discrete time series for a vlmc

simulate(<vlmc_cpp>)
 Simulate a discrete time series for a vlmc

mixvlmc
mixvlmcpackage
 mixvlmc: Variable Length Markov Chains with Covariates

globalearthquake
 Significant Earthquake Dataset

powerconsumption
 Individual household electric power consumption

as_covlmc()
 Convert an object to a Variable Length Markov Chain with covariates (coVLMC)

as_sequence()
 Extract the sequence encoded by a node

as_vlmc()
 Convert an object to a Variable Length Markov Chain (VLMC)

as_vlmc(<ctx_tree_cpp>)
 Convert an object to a Variable Length Markov Chain (VLMC)

is_context()
 Report the nature of a node in a context tree

is_covlmc()
 Test if the object is a covlmc model

is_ctx_tree()
 Test if the object is a context tree

is_merged()
 Merging status of a COVLMC context

is_reversed()
 Report the ordering convention of the node

is_vlmc()
 Test if the object is a vlmc model

trim()
 Trim a context tree

trim(<covlmc>)
 Trim a COVLMC

trim(<vlmc>)
 This function returns a trimmed VLMC from which match positions have been removed.

trim(<vlmc_cpp>)
 This function returns a trimmed VLMC from which match positions have been removed.