R/markov.R

Defines functions markov

Documented in markov

markov <-
    function(data,stateVars,n.states,stateNames=NULL,discretized=FALSE,pool=FALSE,std=FALSE,balanced=TRUE){
        x<-data[,stateVars]
        n<-nrow(x)
        t<-ncol(x)
        
        if(is.null(stateNames)){stateNames=seq(from=1, to=n.states,length.out=n.states)}
        if(std==TRUE){for(i in 1:t)x[,i]<-x[,i]/mean(x[,i],na.rm=TRUE)}
        if(discretized==TRUE & pool==TRUE) stop('discretized==TRUE & pool==TRUE: pool is an option available only for non-discretized data ')
        if(balanced==TRUE){na.rm <- FALSE}else{na.rm <- TRUE}

        if(discretized==TRUE){
            mt<-matrix(0,n.states,n.states)
            for(i in 1:(t-1)){ 
                mt<-table(x[,i],x[,i+1])+mt
            }
        }else{
            if(pool==FALSE){
                brks<-matrix(0,nrow=2,ncol=n.states+1)
                mt<-matrix(0,n.states,n.states)
                for(i in 1:(t-1)){
                    brks[1,]<-quantile(x[,i],seq(from=0,to=1,length.out=n.states+1),na.rm=na.rm)
                    brks[1,1]<-brks[1,1]-1/1e+10;brks[1,n.states+1]<-brks[1,n.states+1]+1/1e+10
                    brks[2,]<-quantile(x[,i+1],seq(from=0,to=1,length.out=n.states+1),na.rm=na.rm)
                    brks[2,1]<-brks[2,1]-1/1e+10;brks[2,n.states+1]<-brks[2,n.states+1]+1/1e+10
                    
                    x$cut0<-cut(x[,i],breaks=brks[1,],labels=stateNames,ordered=TRUE,rigth=FALSE)
                    x$cutT<-cut(x[,i+1],breaks=brks[2,],labels=stateNames,ordered=TRUE,rigth=FALSE) 
                    mt<-table(x$cut0,x$cutT)+mt
                }
            }else{
                brks<-quantile(as.matrix(x),seq(from=0,to=1,length.out=n.states+1),na.rm=na.rm)
                brks[1]<-brks[1]-1/1e+10;brks[n.states+1]<-brks[n.states+1]+1/1e+10
                mt<-matrix(0,n.states,n.states)
                for(i in 1:(t-1)){
                    x$cut0<-cut(x[,i],breaks=brks,labels=stateNames,ordered=TRUE,rigth=FALSE)
                    x$cutT<-cut(x[,i+1],breaks=brks,labels=stateNames,ordered=TRUE,rigth=FALSE)
                    mt<-table(x$cut0,x$cutT)+mt
                }
            }
        }
        mp<-mt/rowSums(mt)
        class(mt)<-'matrix'
        class(mp)<-'matrix'
        z<-list('t'=mt,'p'=mp)
        class(z)<-'Markov'
        return(z)
    }

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spdyn documentation built on Feb. 6, 2021, 3 a.m.