R: Returns a generator matrix corresponding to frequency matrix

freq2Generator {markovchain} | R Documentation

## Returns a generator matrix corresponding to frequency matrix

### Description

The function provides interface to calculate generator matrix corresponding to a frequency matrix and time taken

### Usage

    freq2Generator(P, t = 1, method = "QO", logmethod = "Eigen")

### Arguments

`P` | relative frequency matrix
`t` | (default value = 1)
`method` | one among "QO"(Quasi optimaisation), "WA"(weighted adjustment), "DA"(diagonal adjustment)
`logmethod` | method for computation of matrx algorithm (by default : Eigen)

### Value

returns a generator matix with same dimnames

### References

E. Kreinin and M. Sidelnikova: Regularization Algorithms for Transition Matrices. Algo Research Quarterly 4(1):23-40, 2001

### Examples

    sample <- matrix(c(150,2,1,1,1,200,2,1,2,1,175,1,1,1,1,150),nrow = 4,byrow = TRUE)
    sample_rel = rbind((sample/rowSums(sample))[1:dim(sample)[1]-1,],c(rep(0,dim(sample)[1]-1),1))
    freq2Generator(sample_rel,1)

    data(tm_abs)
    tm_rel=rbind((tm_abs/rowSums(tm_abs))[1:7,],c(rep(0,7),1))
    ## Derive quasi optimization generator matrix estimate
    freq2Generator(tm_rel,1)

[Package markovchain version 0.8.6 Index]