markovchainListFit — markovchainListFit • markovchain

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.

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.

Value

A list containing two slots: estimate (the estimate) name

Details

If data contains NAs then the transitions containing NA will be ignored.

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")