R: Markov Chain Object

mchain {HiddenMarkov} | R Documentation

## Markov Chain Object

### Description

Creates a Markov chain object with class `"mchain"`. It does not simulate data.

### Usage

    mchain(x, Pi, delta, nonstat = TRUE)

### Arguments

`x` | is a vector of length n containing the observed process, else it is specified as `NULL`. This is used when there are no data and a process is to be simulated.
`Pi` | is the m*m transition probability matrix of the Markov chain.
`delta` | is the marginal probability distribution of the m state Markov chain at the first time point.
`nonstat` | is logical, `TRUE` if the homogeneous Markov chain is assumed to be non-stationary, default. See “Details” below.

### Value

A `list` object with class `"mchain"`, containing the above arguments as named components.

### Examples

    Pi <- matrix(c(0.8, 0.2,
                   0.3, 0.7),
                 byrow=TRUE, nrow=2)

    #    Create a Markov chain object with no data (NULL)
    x <- mchain(NULL, Pi, c(0,1))

    #    Simulate some data
    x <- simulate(x, nsim=2000)

    #   estimate transition probabilities
    estPi <- table(x$mc[-length(x$mc)], x$mc[-1])
    rowtotal <- estPi %*% matrix(1, nrow=nrow(Pi), ncol=1)
    estPi <- diag(as.vector(1/rowtotal)) %*% estPi
    print(estPi)

[Package HiddenMarkov version 1.8-8 Index]