marginal_probabilities {ctsfeatures}

Computes the marginal probabilities of a categorical time series

Description

marginal_probabilities returns a vector with the marginal probabilities of a categorical time series

Usage

marginal_probabilities(series)

Arguments

series

An object of type tsibble (see R package tsibble), whose column named Value contains the values of the corresponding CTS. This column must be of class factor and its levels must be determined by the range of the CTS.

Details

Given a CTS of length T with range \mathcal{V}=\{1, 2, \ldots, r\}, \overline{X}_t=\{\overline{X}_1,\ldots, \overline{X}_T\}, the function computes the vector \widehat{\boldsymbol p} =(\widehat{p}_1, \ldots, \widehat{p}_r), with \widehat{p}_i=\frac{N_i}{T}, where N_i is the number of elements equal to i in the realization \overline{X}_t.

Value

A vector with the marginal probabilities.

Author(s)

Ángel López-Oriona, José A. Vilar

References

Weiß CH, Göb R (2008). “Measuring serial dependence in categorical time series.” AStA Advances in Statistical Analysis, 92, 71–89.

Examples

sequence_1 <- GeneticSequences[which(GeneticSequences$Series==1),]
vector_mp <- marginal_probabilities(series = sequence_1) # Computing the vector of
# marginal probabilities for the first series in dataset GeneticSequences