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Handle the empty context consistently #55

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fabrice-rossi opened this issue Aug 26, 2023 · 0 comments
Closed

Handle the empty context consistently #55

fabrice-rossi opened this issue Aug 26, 2023 · 0 comments
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@fabrice-rossi
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fabrice-rossi commented Aug 26, 2023

A fully simplified VLMC consists simply in a stationary model with an empty context. While prune and tune_vlmc produce this type of model, the way they are handled is not consistent with what happens with more complex models. For instance

set.seed(0)
dts <- sample(0:2, 1000, replace = TRUE)
model <- as_vlmc(tune_vlmc(dts))

produces a stationary model which is reported to have 0 context and thus 0 parameter, leading to a wrong value of the AIC/BIC, among other problems. In some situations, this
will also lead to the loss of matched positions.

Notice that this problem does not manifest with the C++ backend.

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