Monday, March 10, 2014

Detecting the Order of Marcov Chain in given Sequence using P-value

In previous two posts we have used AIC (Akaiken Information Criterion) and BIC (Bayesian Information Criterion) to find the Markov Chain order of a given sequence. 

One more approach which is easy to scale for higher order is calculating p-values of chi-square using degrees of freedom from given data for orders of our interest. Then based on these p-values decide the order of given sequence.

Before we consider the code you might like to go though,
Find the code for detecting Markov Chain Order using p-value below.

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