[R] Validation of the Markov chain assumption

Kaptue Tchuente, Armel armel.kaptue at sdstate.edu
Tue Aug 12 20:57:23 CEST 2014


Hi,
I 'm modelling the occurrence of daily rainfall with a first order Markov chain.
I would like to know if there is a statistic test implemented in R that could allow me to asses that the observed rainfall time series verifies the Markov assumption.
Thanks
P.S. My apologies for cross-posting since I send this question by mistake to an inadequate R mailing list.



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