R: Calculation of transition probabilities

calc.trans {klaR} | R Documentation

## 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

### Details

To estimate the transition probabilities the empirical frequencies are counted.

### Value

The transition probabilities matrix. `x[i,j]` is the probability to change from state `i` to state `j`.

### Author(s)

Karsten Luebke, karsten.luebke@fom.de

### Examples

    data(B3)
    calc.trans(B3$PHASEN)

[Package klaR version 0.6-12 Index]