R Tutorial: Teasing Out a Markov Chain

Azzalini and Bowman’s Old Faithful geyser data provides fodder for a lot of data exploration in R (scatterplots, ggplot2, simple regression, kmeans clustering, and Markov chain estimation).  All the really interesting stuff in the tutorial  happens if you click through to Analysis > Models > Standardized Cluster Model.  (The standardized clustering approach is not given in the original paper.)

oldfaithfulgeyser

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