rinform (version 1.0.2)

series_to_tpm: Time Series to TPM

Description

Estimate the one-time-step transition probability matrix `A` from a time series. The element `A_ji` is the probability of transitioning to state `j` in the next time step given the system is in state `i` (note the column-major convention).

Usage

series_to_tpm(series)

Arguments

series

Vector or matrix specifying one or more time series.

Value

Matrix giving the corresponding transition probability matrix.

Examples

# NOT RUN {
# TPM from 2 base-2 time series
xs      <- matrix(0, nrow = 5, ncol = 2)
xs[, 1] <- c(0, 0, 1, 1, 0)
xs[, 2] <- c(1, 0, 1, 1, 1)
series_to_tpm(xs)

# TPM from one base-3 time series
xs <- c(0, 1, 2, 2, 1, 1, 0, 0, 1, 2)
series_to_tpm(xs)
# }