A function to compute multinomial confidence intervals of DTMC

Source: R/fittingFunctions.R

Return estimated transition matrix assuming a Multinomial Distribution

multinomialConfidenceIntervals(
  transitionMatrix,
  countsTransitionMatrix,
  confidencelevel = 0.95
)

Arguments

transitionMatrix

An estimated transition matrix.
countsTransitionMatrix

Empirical (conts) transition matrix, on which the transitionMatrix was performed.
confidencelevel

confidence interval level.

Value

Two matrices containing the confidence intervals.

References

Constructing two-sided simultaneous confidence intervals for multinomial proportions for small counts in a large number of cells. Journal of Statistical Software 5(6) (2000)

See also

markovchainFit

Examples

seq<-c("a", "b", "a", "a", "a", "a", "b", "a", "b", "a", "b", "a", "a", "b", "b", "b", "a")
mcfit<-markovchainFit(data=seq,byrow=TRUE)
seqmat<-createSequenceMatrix(seq)
multinomialConfidenceIntervals(mcfit$estimate@transitionMatrix, seqmat, 0.95)

#> $confidenceLevel
#> [1] 0.95
#> 
#> $lowerEndpointMatrix
#>           a         b
#> a 0.2222222 0.3333333
#> b 0.5714286 0.1428571
#> 
#> $upperEndpointMatrix
#>           a         b
#> a 0.8111456 0.9222567
#> b 1.0000000 0.6839473
#>