estimate_Markov: Estimate transition matrix and spent time

In cfda: Categorical Functional Data Analysis

Estimate transition matrix and spent time

Description

Calculates crude initial values for transition intensities by assuming that the data represent the exact transition times of the Markov process.

Usage

estimate_Markov(data)

Arguments

data	data.frame containing id, id of the trajectory, time, time at which a change occurs and state, associated state.

Value

list of two elements: Q, the estimated transition matrix, and lambda, the estimated time spent in each state

Author(s)

Cristian Preda

See Also

plot.Markov

Examples

# Simulate the Jukes-Cantor model of nucleotide replacement
K <- 4
PJK <- matrix(1 / 3, nrow = K, ncol = K) - diag(rep(1 / 3, K))
lambda_PJK <- c(1, 1, 1, 1)
d_JK <- generate_Markov(n = 100, K = K, P = PJK, lambda = lambda_PJK, Tmax = 10)

# estimation
mark <- estimate_Markov(d_JK)
mark$P
mark$lambda

cfda documentation built on April 3, 2025, 9:21 p.m.