R: A function to compute multinomial confidence intervals of...

multinomialConfidenceIntervals {markovchain} | R Documentation

## A function to compute multinomial confidence intervals of DTMC

### Description

Return estimated transition matrix assuming a Multinomial Distribution

### Usage

    multinomialConfidenceIntervals(
      transitionMatrix,
      countsTransitionMatrix,
      confidencelevel = 0.95
    )

### Arguments

`transitionMatrix` | An estimated transition matrix.
`countsTransitionMatrix` | Empirical (conts) transition matrix, on which the `transitionMatrix` was performed.
`confidencelevel` | confidence interval level.

### Value

Two matrices containing the confidence intervals.

### References

Constructing two-sided simultaneous confidence intervals for multinomial proportions for small counts in a large number of cells. Journal of Statistical Software 5(6) (2000)

### See Also

`markovchainFit`

### 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)

[Package markovchain version 0.8.6 Index]