klaR (version 0.6-15)

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

# NOT RUN {
data(B3)
calc.trans(B3$PHASEN)
# }