[R] vlmc - "In vlmc(traffic.clusters.stationary, cutoff = i) : alphabet with >1-letter strings; trying to abbreviate"

Constantinos Antoniou constantinos.antoniou.rlists at gmail.com
Wed Jun 30 11:07:16 CEST 2010


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



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