Calculation of transition probabilities
Function to estimate the probabilities of a time series to stay or change the state.
calc.trans(x)
x |
(factor) vector of states |
To estimate the transition probabilities the empirical frequencies are counted.
The transition probabilities matrix.
x[i,j] is the probability to change from state i to state j.
Karsten Luebke, karsten.luebke@fom.de
data(B3) calc.trans(B3$PHASEN)
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