markovchain (version 0.6)

multinomialConfidenceIntervals: A function to compute multinomial confidence intervals of DTMC

Description

These functions return multinomial confidence intervals of the markovchain objects.

Usage

multinomialConfidenceIntervals(transitionMatrix, countsTransitionMatrix, confidencelevel)

Arguments

transitionMatrix

Transition matrix.

countsTransitionMatrix

Counts transition matrix.

confidencelevel

Confidence level.

Value

References

Feres, Matlab listing for markov chain.

See Also

markovchain

Examples

seq<-c("a", "b", "a", "a", "a", "a", "b", "a", "b", "a", "b", "a", "a", "b", "b", "b", "a")
mcfit<-markovchainFit(data=seq,byrow=TRUE)
seqmat<-createSequenceMatrix(seq)
multinomialConfidenceIntervals(mcfit$estimate@transitionMatrix, seqmat, 0.95)