calc.trans

0th

Percentile

Calculation of transition probabilities

Function to estimate the probabilities of a time series to stay or change the state.

Keywords
ts
Usage
calc.trans(x)
Arguments
x
(factor) vector of states
Details

To estimate the transition probabilities the empirical frequencies are counted.

Value

  • The transition probabilities matrix. x[i,j] is the probability to change from state i to state j.

Aliases
  • calc.trans
Examples
data(B3)
calc.trans(B3$PHASEN)
Documentation reproduced from package klaR, version 0.6-11, License: GPL-2

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