| calc.trans {klaR} | R Documentation |
Calculation of transition probabilities
Description
Function to estimate the probabilities of a time series to stay or change the state.
Usage
calc.trans(x)
Arguments
x |
(factor) vector of states |
Details
To estimate the transition probabilities the empirical frequencies are counted.
Value
The transition probabilities matrix.
x[i,j] is the probability to change from state i to state j.
Author(s)
Karsten Luebke, karsten.luebke@fom.de
Examples
data(B3)
calc.trans(B3$PHASEN)
[Package klaR version 1.7-3 Index]