mchain {HiddenMarkov} | R Documentation |
Markov Chain Object
Description
Creates a Markov chain object with class "mchain"
. It does not simulate data.
Usage
mchain(x, Pi, delta, nonstat = TRUE)
Arguments
x |
is a vector of length |
Pi |
is the |
delta |
is the marginal probability distribution of the |
nonstat |
is logical, |
Value
A list
object with class "mchain"
, containing the above arguments as named components.
Examples
Pi <- matrix(c(0.8, 0.2,
0.3, 0.7),
byrow=TRUE, nrow=2)
# Create a Markov chain object with no data (NULL)
x <- mchain(NULL, Pi, c(0,1))
# Simulate some data
x <- simulate(x, nsim=2000)
# estimate transition probabilities
estPi <- table(x$mc[-length(x$mc)], x$mc[-1])
rowtotal <- estPi %*% matrix(1, nrow=nrow(Pi), ncol=1)
estPi <- diag(as.vector(1/rowtotal)) %*% estPi
print(estPi)
[Package HiddenMarkov version 1.8-13 Index]