| marginal_probabilities {otsfeatures} | R Documentation |
Computes the marginal probabilities of an ordinal time series
Description
marginal_probabilities returns a vector with the marginal
probabilities of an ordinal time series
Usage
marginal_probabilities(series, states)
Arguments
series |
An OTS (numerical vector with integers). |
states |
A numerical vector containing the corresponding states |
Details
Given an OTS of length T with range \mathcal{S}=\{s_0, s_1, s_2, \ldots, s_n\} (s_0 < s_1 < s_2 < \ldots < s_n),
\overline{X}_t=\{\overline{X}_1,\ldots, \overline{X}_T\}, the function computes the
vector \widehat{\boldsymbol p} =(\widehat{p}_0, \ldots, \widehat{p}_n),
with \widehat{p}_i=\frac{N_i}{T}, where N_i is the number
of elements equal to s_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 (2019). “Distance-based analysis of ordinal data and ordinal time series.” Journal of the American Statistical Association.
Examples
vector_mp <- marginal_probabilities(series = AustrianWages$data[[100]],
states = 0 : 5) # Computing the vector of
# marginal probabilities for one series in dataset AustrianWages