estimate_dtmc: Estimate the transition-probability matrix of an observed...

estimate_dtmcR Documentation

Estimate the transition-probability matrix of an observed DTMC

Description

The scheme depends on number of transitions from a fixed state to any other state... more details to come.

Usage

estimate_dtmc(chain, m)

Arguments

chain

the observed chain

m

the maximum of number of states in the chain

Value

matrix


shill1729/markovChains documentation built on April 24, 2022, 11:50 a.m.