klaR (version 0.6-11)

calc.trans: Calculation of transition probabilities

Description

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

Usage

calc.trans(x)

Arguments

x
(factor) vector of states

Value

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

Details

To estimate the transition probabilities the empirical frequencies are counted.

Examples

Run this code
data(B3)
calc.trans(B3$PHASEN)

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