Dear R gurus, I have data for which I want to estimate the markov transition matrix that generated the sequence, and preferably obtain some measure of confidence for that estimation.
e.g., for a series such as 1 3 4 1 2 3 1 2 1 3 4 3 2 4 2 1 4 1 2 4 1 2 4 1 2 1 2 1 3 1 I would want to get an estimate of the matrix that generated it [[originally: [,1] [,2] [,3] [,4] [1,] 0.00 0.33 0.33 0.33 [2,] 0.33 0.00 0.33 0.33 [3,] 0.33 0.33 0.00 0.33 [4,] 0.33 0.33 0.33 0.00 ]] and the confidence in that estimation. I know that generating the cross--tab matrix is trivial, but if there is a package that does that and provides a likelihood as well, I'd appreciate knowing about it. Best, Uri ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.