This is an R package for Ron Begleiter's VMM Java code. http://www.cs.technion.ac.il/~ronbeg/vmm/index.html It is basically undocumented, unless you already know about his code, or Variable order Markov Models in general. It is not fully tested, but it appears to work on toy problems. It is an online learning algorithm, so you can add more sequences to the trained objects as you receive them. It requires you have rJava package installed and working with Java (there may be path issues; don't blame me -blame Java). If you've never used an R package in raw form before, the way to make them is as follows: git clone https://github.com/locklin/VMM.git R CMD build VMM R CMD install VMM_version.tar.gz From there, you should be able to load VMM with require(VMM) at your R command line. ToDos: I may encapsulate these simple functions as an S3 class to make CRAN people or OO nerds happy, but it's useful as it is for now for experiments with online learning. Other To-Dos: gizmos to turn floating point numbers into symbol strings, altering the Java methods to allow some introspection into the learned objects. It could use a simple test data set as well.