R: markovchainListFit

markovchainListFit {markovchain} | R Documentation

## markovchainListFit

### Description

Given a data frame or a matrix (rows are observations, by cols the temporal sequence), it fits a non - homogeneous discrete time markov chain process (storing row). In particular a markovchainList of size = ncol - 1 is obtained estimating transitions from the n samples given by consecutive column pairs.

### Usage

    markovchainListFit(data, byrow = TRUE, laplacian = 0, name)

### Arguments

`data` | Either a matrix or a data.frame or a list object.
`byrow` | Indicates whether distinc stochastic processes trajectiories are shown in distinct rows.
`laplacian` | Laplacian correction (default 0).
`name` | Optional name.

### Details

If `data` contains `NAs` then the transitions containing `NA` will be ignored.

### Value

A list containing two slots: estimate (the estimate) name

### Examples

    # using holson dataset
    data(holson)
    # fitting a single markovchain
    singleMc <- markovchainFit(data = holson[,2:12])
    # fitting a markovchainList
    mclistFit <- markovchainListFit(data = holson[, 2:12], name = "holsonMcList")

[Package markovchain version 0.8.6 Index]