[R] Markov chain resources and questions
Can someone give me a pointer to where I should be looking for markov chain resources in R? Longer term, I am also interested in the question of whether explanatory variables can coupled to a probability transition matrix to assist in predicting the next state that a an object/system will go into. I'm imagining that this gets kind of ugly when you have nominal data (i.e., the next state) that you are trying to predict using a transition matrix and you want to try to boost your predictive power by incorporating other regressor variables. Can this be done, how, and is there something in R that does this? Another issue is how to assess the potential usefulness of the probability transition matrix and the corresponding frequency matrix. If your frequency matrix only has a few observations in each cell then it is not too useful for predictive purposes. Also, if the probabilties are close to .50 in all the cells, again it is not useful because it is not informative about the next state. Is their research that speaks to the issue of assessing the utility or informativeness of the transition matrix for predictive purposes. Regards, Paul Meagher __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Markov chain resources and questions
I just got several hits from www.r-project.org - search - R site search for Markov chain, Markov chain estimation, etc. Have you tried that? help this helps. spencer graves Paul Meagher wrote: Can someone give me a pointer to where I should be looking for markov chain resources in R? Longer term, I am also interested in the question of whether explanatory variables can coupled to a probability transition matrix to assist in predicting the next state that a an object/system will go into. I'm imagining that this gets kind of ugly when you have nominal data (i.e., the next state) that you are trying to predict using a transition matrix and you want to try to boost your predictive power by incorporating other regressor variables. Can this be done, how, and is there something in R that does this? Another issue is how to assess the potential usefulness of the probability transition matrix and the corresponding frequency matrix. If your frequency matrix only has a few observations in each cell then it is not too useful for predictive purposes. Also, if the probabilties are close to .50 in all the cells, again it is not useful because it is not informative about the next state. Is their research that speaks to the issue of assessing the utility or informativeness of the transition matrix for predictive purposes. Regards, Paul Meagher __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Markov chain resources and questions
On 19 Oct 2003 at 11:02, Paul Meagher wrote: You could look at chapter 5 of Jim Lindset's online document The statistical analysis of stochastic processes in Time, at his website, www.luc.ac.be/~jlindsey At this site there is also a collection of R functions for his examples. Kjetil Halvorsen Can someone give me a pointer to where I should be looking for markov chain resources in R? Longer term, I am also interested in the question of whether explanatory variables can coupled to a probability transition matrix to assist in predicting the next state that a an object/system will go into. I'm imagining that this gets kind of ugly when you have nominal data (i.e., the next state) that you are trying to predict using a transition matrix and you want to try to boost your predictive power by incorporating other regressor variables. Can this be done, how, and is there something in R that does this? Another issue is how to assess the potential usefulness of the probability transition matrix and the corresponding frequency matrix. If your frequency matrix only has a few observations in each cell then it is not too useful for predictive purposes. Also, if the probabilties are close to .50 in all the cells, again it is not useful because it is not informative about the next state. Is their research that speaks to the issue of assessing the utility or informativeness of the transition matrix for predictive purposes. Regards, Paul Meagher __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
