Dear all (copying the package author),
I have a question on the vlmc package. I am trying to model a time series,
where each element can take one of 11 values (the result of some clustering).
When I run the following command (synthetic data to facilitate self-contained
example) I get the following warning: ("alphabet with >1-letter strings; trying
to abbreviate")
+++ START+++
> library(VLMC)
> a <- floor(runif(1000,0,11))
> vc <- vlmc(a,cutoff=5)
Warning message:
In vlmc(a, cutoff = 5) :
alphabet with >1-letter strings; trying to abbreviate
> vc
'vlmc' a Variable Length Markov Chain;
alphabet 'abcdefghijk', |alphabet| = 11, n = 1000.
Call: vlmc(dts = a, cutoff.prune = 5)
-> extensions (= $size ) :
ord.MC context nr.leaves total
2 72 61 1608
AIC = 5247
>
+++ END+++
The questions are:
1. What is it trying to do?
2. How is it abbreviating?
3. How much should I worry about it?
4. What can I do?
I have looked at the documentation plus
M<c3><a4>chler M. and B<c3><bc>hlmann P. (2004) Variable Length Markov
Chains:
Methodology, Computing, and Software. _J. Computational and
Graphical Statistics_ *2*, 435-455.
Thanks for any feedback,
Costas
--
Constantinos Antoniou, Ph.D., Assistant Professor
National Technical University of Athens
Laboratory of Transportation Engineering
School of Rural and Surveying Engineering
9 Heroon Politechniou st., 15780-Zografou, Athens, Greece
T: +30 210 7722783 - F: +30 210 7722629
anton...@central.ntua.gr - http://users.ntua.gr/antoniou
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