Function to estimate the probabilities of a time series to stay or change the state.
calc.trans(x)
(factor) vector of states
The transition probabilities matrix.
x[i,j]
is the probability to change from state i
to state j
.
To estimate the transition probabilities the empirical frequencies are counted.
# NOT RUN { data(B3) calc.trans(B3$PHASEN) # }