markovchainListFit {markovchain} | R Documentation |
markovchainListFit
Description
Given a data frame or a matrix (rows are observations, by cols the temporal sequence), it fits a non - homogeneous discrete time markov chain process (storing row). In particular a markovchainList of size = ncol - 1 is obtained estimating transitions from the n samples given by consecutive column pairs.
Usage
markovchainListFit(data, byrow = TRUE, laplacian = 0, name)
Arguments
data |
Either a matrix or a data.frame or a list object. |
byrow |
Indicates whether distinc stochastic processes trajectiories are shown in distinct rows. |
laplacian |
Laplacian correction (default 0). |
name |
Optional name. |
Details
If data
contains NAs
then the transitions containing NA
will be ignored.
Value
A list containing two slots: estimate (the estimate) name
Examples
# using holson dataset
data(holson)
# fitting a single markovchain
singleMc <- markovchainFit(data = holson[,2:12])
# fitting a markovchainList
mclistFit <- markovchainListFit(data = holson[, 2:12], name = "holsonMcList")
[Package markovchain version 0.9.5 Index]