On Mon, 6 Oct 2003, Tamas Papp wrote: > I have a couple of (~200) 3x3 transition probability matrices (ie each > defines a Markov chain). They are all estimated from the same > underlying process, so it ie meaningful to take their elemetwise mean > and standard deviation. [1] > > First question: supposing that they are given in a list l, how do I > get their elementwise mean and standard deviation? Fortunately, the > mean of trans. prob. matrices also remains a transition probability > matrix. I'm not sure if taking the standard deviation is meaningful, > though. Any suggestions? > > Second (more important): what would be the best way of visualizing the > 3x3 mean and standard deviation matrices? For the mean, I thought of a > barplot where the layers add up to 1, but I have no experience with > visualization of statistical data (at least, reading this list I > learned that I should avoid circles, pie-charts and their ilk).
Gosh, a 3x3 transition matrix has only two non-trivial eigenvectors, one of which corresponds to the limiting distribution, so I would simply plot 2 x 200 = 400 points in 3 dimensions, and look at the matrices themselves, rather than at a mean and standard deviation. - tom blackwell - u michigan medical school - ann arbor - > Thanks, > Tamas > > [1] You could ask why I don't just estimate the trans. prob. matrix > just once from the whole dataset. The problem is that the process is > meant to model (real) interest rates with only three levels, and > involves many peculiar assumptions. By the way, many thanks to Kjetil > Brinchmann Halvorsen, Rolf Turner, Ted Harding, Patrick Burns and > Martin Maechler for giving detailed and helpful replies to my earlier > question about Markov chains in R. > -- > Tamás K. Papp > E-mail: [EMAIL PROTECTED] (preferred, especially for large messages) > [EMAIL PROTECTED] > ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help