c_marginal_probabilities: Computes the cumulative marginal probabilities of an ordinal...

In otsfeatures: Ordinal Time Series Analysis

Computes the cumulative marginal probabilities of an ordinal time series

Description

c_marginal_probabilities returns a vector with the cumulative marginal probabilities of an ordinal time series

Usage

c_marginal_probabilities(series, states)

Arguments

series	An OTS (numerical vector with integers).
states	A numerical vector containing the corresponding states.

Details

Given an OTS of length T with range \mathcal{S}=\{s_0, s_1, s_2, …, s_n\} (s_0 < s_1 < s_2 < … < s_n), \overline{X}_t=\{\overline{X}_1,…, \overline{X}_T\}, the function computes the vector \widehat{\boldsymbol f} =(\widehat{f}_0, …, \widehat{f}_n), with \widehat{f}_i=\frac{N_i}{T}, where N_i is the number of elements less than or equal to s_i in the realization \overline{X}_t.

Value

A vector with the cumulative marginal probabilities.

Author(s)

Ángel López-Oriona, José A. Vilar

References

\insertRef

weiss2019distanceotsfeatures

Examples

vector_cmp <- c_marginal_probabilities(series = AustrianWages$data[[100]],
states = 0 : 5) # Computing the vector of
# cumulative marginal probabilities for one series in dataset AustrianWages

otsfeatures documentation built on March 7, 2023, 7:38 p.m.