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,

## No comments:

## Post a Comment