Bayesian Context Trees for Discrete Time Series

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Documentation for package ‘BCT’ version 1.0

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BCT Bayesian Context Trees (BCT) algorithm
compute_counts Compute empirical frequencies of all contexts
CTW Context Tree Weighting (CTW) algorithm
draw_models Plot the results of the BCT and kBCT functions
generate_data Sequence generator
gene_s SARS-CoV-2 gene S
kBCT k-Bayesian Context Trees (kBCT) algorithm
log_loss Calculating the log-loss incurred in prediction
MAP_parameters Parameters of the MAP model
ML Maximum Likelihood
pewee Pewee birdsong
prediction Prediction
sars_cov_2 SARS-CoV-2 genome
show_tree Plot tree with given contexts
SP500 Daily changes in the S&P 500 index
zero_one_loss Calculating the 0-1 loss incurred in prediction