markovchainListFit: markovchainListFit

In spedygiorgio/markovchain: Easy Handling Discrete Time Markov Chains

markovchainListFit

Description

Given a data frame or a matrix (rows are observations, by cols the temporal sequence), it fits a non - homogeneous discrete time markov chain process (storing row). In particular a markovchainList of size = ncol - 1 is obtained estimating transitions from the n samples given by consecutive column pairs.

Usage

markovchainListFit(data, byrow = TRUE, laplacian = 0, name)

Arguments

data	Either a matrix or a data.frame or a list object.
byrow	Indicates whether distinc stochastic processes trajectiories are shown in distinct rows.
laplacian	Laplacian correction (default 0).
name	Optional name.

Details

If data contains NAs then the transitions containing NA will be ignored.

Value

A list containing two slots: estimate (the estimate) name

Examples

# using holson dataset
data(holson)
# fitting a single markovchain
singleMc <- markovchainFit(data = holson[,2:12])
# fitting a markovchainList
mclistFit <- markovchainListFit(data = holson[, 2:12], name = "holsonMcList")

spedygiorgio/markovchain documentation built on Feb. 29, 2024, 3:01 p.m.