markovchain (version 0.9.5)

markovchainListFit: 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)

Value

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

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")