[R] Markov chain resources and questions

[Spencer Graves]

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
>
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