View source: R/hzTransitionProbabilities.R
hzTransitionProbabilities | R Documentation |
Functions for creating and working with horizon (sequence) transition probability matrices.
See the following tutorials for some ideas:
hzTransitionProbabilities(
x,
name = GHL(x, required = TRUE),
loopTerminalStates = FALSE
)
mostLikelyHzSequence(mc, t0, maxIterations = 10)
x |
a |
name |
A horizon level attribute in |
loopTerminalStates |
should terminal states loop back to themselves? This is useful when the transition probability matrix will be used to
initialize a |
mc |
Passed to |
t0 |
Passed to |
maxIterations |
Maximum number of iterations. Default: |
A square matrix of transition probabilities. See examples.
The function genhzTableToAdjMat()
returns a square adjacency matrix.
See examples.
The function mostLikelyHzSequence()
returns the most likely sequence of
horizons, given a markovchain
object initialized from horizon
transition probabilities and an initial state, t0
. See examples.
These functions are still experimental and subject to change.
D.E. Beaudette
generalize.hz()
data(sp4)
depths(sp4) <- id ~ top + bottom
# horizon transition probabilities: row -> col transitions
(tp <- hzTransitionProbabilities(sp4, 'name'))
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