hommc-class: An S4 class for representing High Order Multivariate...

In markovchain: Easy Handling Discrete Time Markov Chains

An S4 class for representing High Order Multivariate Markovchain (HOMMC)

Description

An S4 class for representing High Order Multivariate Markovchain (HOMMC)

Slots

order

an integer equal to order of Multivariate Markovchain

states

a vector of states present in the HOMMC model

P

array of transition matrices

Lambda

a vector which stores the weightage of each transition matrices in P

byrow

if FALSE each column sum of transition matrix is 1 else row sum = 1

name

a name given to hommc

Author(s)

Giorgio Spedicato, Deepak Yadav

Examples

statesName <- c("a", "b")

P <- array(0, dim = c(2, 2, 4), dimnames = list(statesName, statesName))
P[,,1] <- matrix(c(0, 1, 1/3, 2/3), byrow = FALSE, nrow = 2)
P[,,2] <- matrix(c(1/4, 3/4, 0, 1), byrow = FALSE, nrow = 2)
P[,,3] <- matrix(c(1, 0, 1/3, 2/3), byrow = FALSE, nrow = 2)
P[,,4] <- matrix(c(3/4, 1/4, 0, 1), byrow = FALSE, nrow = 2)

Lambda <- c(0.8, 0.2, 0.3, 0.7)

ob <- new("hommc", order = 1, states = statesName, P = P, 
          Lambda = Lambda, byrow = FALSE, name = "FOMMC")
          

markovchain documentation built on April 3, 2025, 9:59 p.m.