R/mc_fit.R

In walkerjeffd/weathergen: Daily weather generator for performing a climate stress test.

#' Fit Markov Chain Transition Matrices to State Sequence
#'
#' @param states character array of states as ordered factor
#' @param months numeric array of months for each daily time step
#' @export
#' @return monthly list of transition matrices
#' @examples
#' transitions <- mc_fit(x=sample(c('d', 'w', 'e'), size=720, replace=TRUE, prob=c(0.5, 0.3, 0.2)), months=rep(rep(seq(1, 12), each=30), times=2))
#'
mc_fit <- function(states, months) {
  stopifnot(length(states) == length(months))

  states_next <- dplyr::lead(states)

  transitions <- lapply(seq(1, 12), function(m) {
    idx <- which(months==m)
    prop.table(table(states[idx], states_next[idx]), 1)
  })

  transitions
}