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spMC (version 0.3.15)

embed_MC: Transition Probabilities Estimation for Embedded Markov Chain

Description

The function estimates the embedded transition probabilities matrix for a \(1\)-D spatial embedded Markov chain.

Usage

embed_MC(data, coords, loc.id, direction)

Value

A \(K \times K\) transition probability matrix, where \(K\) denotes the number of observed categories. Another \(K \times K\) matrix with the counts of transitions is attached as an attribute.

Arguments

data

a categorical data vector of length \(n\).

coords

an \(n \times d\) matrix where each row denotes the \(d\)-D coordinates of data locations.

loc.id

a vector of \(n\) values which indicats the directional line of each location. It is usually the output of the function which_lines.

direction

a \(d\)-D numerical vector (or versor) which represents the chosen direction.

Author

Luca Sartore drwolf85@gmail.com

Details

An embedded Markov chain is probabilistic model which defines the transition probabilities between embedded occurrences.

The resulting matrix is given by normalizing a transition count matrix, which doesn't depend on the length of embedded occurrences. Self-transitions of embedded occurrences are not observable, so diagonal entries are set to be NA.

It's also possible to calculate the transition probabilities matrix for several directions in a \(d\)-D space through arguments direction and loc.id. If the user has no previous knowledge about loc.id, the function which_lines provides a method to compute the right values.

References

Carle, S. F., Fogg, G. E. (1997) Modelling Spatial Variability with One and Multidimensional Continuous-Lag Markov Chains. Mathematical Geology, 29(7), 891-918.

Dynkin, E. B. (1961) Theory of Markov Processes. Englewood Cliffs, N.J.: Prentice-Hall, Inc.

Sartore, L. (2010) Geostatistical models for 3-D data. M.Phil. thesis, Ca' Foscari University of Venice.

See Also

which_lines, predict.tpfit, predict.multi_tpfit

Examples

Run this code
# \donttest{
data(ACM)
direction <- c(0, 0, 1)

# Compute the appertaining directional line for each location
loc.id <- which_lines(ACM[, 1:3], direction, pi/8)

# Estimate the embedded transition probabilities
# matrix for the categorical variable MAT5
embed_MC(ACM$MAT5, ACM[, 1:3], loc.id, direction)

# Estimate the embedded transition probabilities
# matrix for the categorical variable MAT3
embed_MC(ACM$MAT3, ACM[, 1:3], loc.id, direction)

# Estimate the embedded transition probabilities
# matrix for the categorical variable PERM
embed_MC(ACM$PERM, ACM[, 1:3], loc.id, direction)
# }

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