Constantinos Antoniou
2010-Jun-30 09:07 UTC
[R] vlmc - "In vlmc(traffic.clusters.stationary, cutoff = i) : alphabet with >1-letter strings; trying to abbreviate"
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
antoniou at central.ntua.gr - http://users.ntua.gr/antoniou
Martin Maechler
2010-Jun-30 12:58 UTC
[R] vlmc - "In vlmc(traffic.clusters.stationary, cutoff = i) : alphabet with >1-letter strings; trying to abbreviate"
>>>>> "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) (very good) > 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" > 2. How is it abbreviating? (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. > 4. What can I do? You could use 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. That's good. The examples there all have a character vector (of strings with 1 letter/character) as input. > Thanks for any feedback, 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 at 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) > 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 at central.ntua.gr - http://users.ntua.gr/antoniou