A function to compute multinomial confidence intervals of DTMC

Description

These functions return multinomial confidence intervals of the markovchain objects.

Usage

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multinomialConfidenceIntervals(transitionMatrix, countsTransitionMatrix, confidencelevel)

Arguments

transitionMatrix

Transition matrix.

countsTransitionMatrix

Counts transition matrix.

confidencelevel

Confidence level.

Value

A list with two matrices

Author(s)

Tae Seung Kang, Giorgio Alfredo Spedicato

References

Feres, Matlab listing for markov chain.

See Also

markovchain

Examples

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seq<-c("a", "b", "a", "a", "a", "a", "b", "a", "b", "a", "b", "a", "a", "b", "b", "b", "a")
mcfit<-markovchainFit(data=seq,byrow=TRUE)
seqmat<-createSequenceMatrix(seq)
multinomialConfidenceIntervals(mcfit$estimate@transitionMatrix, seqmat, 0.95)

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