Re: [R] Updating a Markov Chain

2012-03-26 Thread stivi
Thank you for your insights, to give a little more background on what i am looking for: -I am trying to handle large sets of data (between 20 000 to 50 000) entries, but the number of distinct values is very low (maybe 20 - 30, 50 in extreme cases). Hence handling of data should be as automated a

Re: [R] Updating a Markov Chain

2012-03-26 Thread ilai
On Sun, Mar 25, 2012 at 3:50 PM, stivi wrote: > Hello, > > my question is if anyone has any good ideas how to create a Markov Chain > from ordered data. So, I have some sort of time series, and if value1 > happens as time1 and value2 happens at time2 I record this as an update to > the probability

[R] Updating a Markov Chain

2012-03-25 Thread stivi
Hello, my question is if anyone has any good ideas how to create a Markov Chain from ordered data. So, I have some sort of time series, and if value1 happens as time1 and value2 happens at time2 I record this as an update to the probability transition matrix. The problem is that I cannot predefine