multinomialConfidenceIntervals: A function to compute multinomial confidence intervals of...

In spedygiorgio/markovchain: Easy Handling Discrete Time Markov Chains

A function to compute multinomial confidence intervals of DTMC

Description

Return estimated transition matrix assuming a Multinomial Distribution

Usage

multinomialConfidenceIntervals(
  transitionMatrix,
  countsTransitionMatrix,
  confidencelevel = 0.95
)

Arguments

transitionMatrix	An estimated transition matrix.
countsTransitionMatrix	Empirical (conts) transition matrix, on which the transitionMatrix was performed.
confidencelevel	confidence interval level.

Value

Two matrices containing the confidence intervals.

References

Constructing two-sided simultaneous confidence intervals for multinomial proportions for small counts in a large number of cells. Journal of Statistical Software 5(6) (2000)

See Also

markovchainFit

Examples

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)

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