mkv: First order Markov's transition matrix

In amvallone/spDym:

Description

Using the maximun likehood estimation compute the Fisrt order Markov transition matrix

Usage

mkv(m,classes=5,fixed=FALSE,type=7,prob=TRUE,...)

Arguments

m	a n*t matrix conteaining the sequence of states of the variable.
classes	a integer inidcating the numbers of classe for the discretization or a vector indicating the numbers of cut in the x for the discretization
fixed	Logical. If TRUE, the breaks are calculed over the entire n*t pool, otherwise the breaks are calculed over each period of time.
type	in case of the classes argument is defined in the [0,1] range, type is an integer between 1 and 9 selecting one of the nine quantile algorithms to be used. See discret for more information.
prob	Logial, Should the transition be expressed as probabilities?. Defalut is TRUE.
...	further arguments passed to or from other methods.

Details

blablala

Value

Return a mkvm object.

Author(s)

Andres Vallone

Examples

set.seed(100)
g<-matrix(sample(c(1:2500),625,replace=TRUE),25,25)
m<-mkv(g)
print(m)

amvallone/spDym documentation built on May 30, 2019, 8:01 a.m.