markovchain (version 0.8.5)

inferHyperparam: Function to infer the hyperparameters for Bayesian inference from an a priori matrix or a data set

Description

Since the Bayesian inference approach implemented in the package is based on conjugate priors, hyperparameters must be provided to model the prior probability distribution of the chain parameters. The hyperparameters are inferred from a given a priori matrix under the assumption that the matrix provided corresponds to the mean (expected) values of the chain parameters. A scaling factor vector must be provided too. Alternatively, the hyperparameters can be inferred from a data set.

Usage

inferHyperparam(transMatr = matrix(), scale = numeric(), data = character())

Arguments

transMatr

A valid transition matrix, with dimension names.

scale

A vector of scaling factors, each element corresponds to the row names of the provided transition matrix transMatr, in the same order.

data

A data set from which the hyperparameters are inferred.

Value

Returns the hyperparameter matrix in a list.

Details

transMatr and scale need not be provided if data is provided.

References

Yalamanchi SB, Spedicato GA (2015). Bayesian Inference of First Order Markov Chains. R package version 0.2.5

See Also

markovchainFit, predictiveDistribution

Examples

# NOT RUN {
data(rain, package = "markovchain")
inferHyperparam(data = rain$rain)
 
weatherStates <- c("sunny", "cloudy", "rain")
weatherMatrix <- matrix(data = c(0.7, 0.2, 0.1, 
                                 0.3, 0.4, 0.3, 
                                 0.2, 0.4, 0.4), 
                        byrow = TRUE, nrow = 3, 
                        dimnames = list(weatherStates, weatherStates))
inferHyperparam(transMatr = weatherMatrix, scale = c(10, 10, 10))
 
# }