Multivariate Markov Chains R package GenMarkov version 0.2.1 Provides routines to estimate the Mixture Transition Distribution Model based on Raftery (1985) <http://www.jstor.org/stable/2345788> and Nicolau (2014) <doi:10.1111/sjos.12087> specifications, for multivariate data. Additionally, provides a function for the estimation of a new model for multivariate non-homogeneous Markov chains. This new specification, Generalized Multivariate Markov Chains (GMMC) was proposed by Carolina Vasconcelos and Bruno Damasio and considers (continuous or discrete) covariates exogenous to the Markov chain. Software Depends: R (>= 3.5.0) Imports: alabama (>= 2015.3-1), fastDummies (>= 1.6.3), Hmisc (>= 4.5-0), matrixcalc (>= 1.0-3), maxLik (>= 1.4-8), nnet (>= 7.3-16), stats (>= 4.1.0) Carolina Vasconcelos <cvasconcelos@novaims.unl.pt> Comprehensive R Archive Network (CRAN) Carolina Vasconcelos [aut, cre], Bruno Damasio [aut] GPL (>= 2) 2025-03-05 application/tgz https://CRAN.R-project.org/package=GenMarkov doi:10.32614/CRAN.package.GenMarkov