From: Martin Maechler <maechler_at_stat.math.ethz.ch>

Date: Wed, 30 Jun 2010 14:58:45 +0200

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 30 Jun 2010 - 13:06:28 GMT

Date: Wed, 30 Jun 2010 14:58:45 +0200

>>>>> "CA" == Constantinos Antoniou <constantinos.antoniou.rlists_at_gmail.com> >>>>> on Wed, 30 Jun 2010 12:07:16 +0300 writes: >>>>> "CA" == Constantinos Antoniou <constantinos.antoniou.rlists_at_gmail.com> >>>>> on Wed, 30 Jun 2010 12:07:16 +0300 writes:

CA> Dear all (copying the package author),

CA> I have a question on the vlmc package. I am trying to CA> model a time series, where each element can take one of CA> 11 values (the result of some clustering). When I run CA> the following command (synthetic data to facilitate CA> 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?

Your contains values 0 1 2 .. 10

it tries to match them to 1-letter strings, but '10' "is 2
letters"

(not really important: using abbreviate()

> 3. How much should I worry about it?

not at all. The warning is just to inform you that your input looks a bit "unusual" to vlmc.

I do agree however, that one could argue that vlmc() should work for inputs with values

0:m

or 1:n

without a warning.

vc <- vlmc(letters[1+a], cutoff=5)

to get the exact same model, but without a warning. or

vc <- vlmc(a, cutoff=5, quiet = TRUE) or

vc <- vlmc(a, cutoff=5, code1char = FALSE)

> 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.
*

You're welcome!

Martin Maechler, ETH Zurich

* > --
*

> 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
** > antoniou@central.ntua.gr - http://users.ntua.gr/antoniou
*

> 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)R-help_at_r-project.org mailing list

> 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> antoniou@central.ntua.gr - http://users.ntua.gr/antoniou

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 30 Jun 2010 - 13:06:28 GMT

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