Calculation of transition probabilities

Description

Function to estimate the probabilities of a time series to stay or change the state.

Usage

1

Arguments

x

(factor) vector of states

Details

To estimate the transition probabilities the empirical frequencies are counted.

Value

The transition probabilities matrix. x[i,j] is the probability to change from state i to state j.

Author(s)

Karsten Luebke, karsten.luebke@fom.de

Examples

1
2
data(B3)
calc.trans(B3$PHASEN)

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