GenMarkov (version 0.2.1)

MMC_tpm: Transition Probability Matrices

Description

This functions allows to obtain the transition probability matrices for a specific value of x, considering the estimates obtained from mmcx().

Usage

MMC_tpm(s, x, value = max(x), result)

Value

The function returns a numerical array with the probability transition matrices for each equation

Arguments

s

numerical matrix with categorical data sequences

x

exogeneous variable

value

fixed value of x

result

result from the function mmcx()

Author

Carolina Vasconcelos and Bruno Damásio

Examples

data(stockreturns)
s <- cbind(stockreturns$sp500, stockreturns$djia)
x <- stockreturns$spread_1
res <- mmcx(s, x, initial = c(1, 1))
tpm <- MMC_tpm(s, x, value = max(x), result = res)