[R] Convert timeseries to transition matrix

Christos Hatzis christos at nuverabio.com
Tue Mar 22 17:40:28 CET 2005


Here is a way to do this:

x <- c(1,1,2,1,1,2,2,2,1,2)
y <- cbind(x,c(x[-1],NA)) # time-shifted by one
aggregate(y, by=list(y[,1],y[,2]), length) 

-Christos Hatzis

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Ingmar Visser
Sent: Tuesday, March 22, 2005 11:21 AM
To: R-help at stat.math.ethz.ch
Subject: [R] Convert timeseries to transition matrix

Hi All,
Does someone have an idea of how to cleverly convert a categorical
timeseries into a transition matrix?
Ie, I have something like:
x<- c(1,1,2,1,1,2,2,2,1,2),
And I want a matrix with counts and/or probabilities:
> tr <- matrix(c(2,3,2,2),2,2)
> tr
     [,1] [,2]
[1,]    2    2
[2,]    3    2
Meaning that there are two transitions from 1 to 1, two from 1 to 2, three
from 2 to 1 and two from 2 to 2.
Using for loops etc this is of course no problem, but I am curious whether
there is a smarter solution.
Any hints appreciated, Ingmar

--
Ingmar Visser
Department of Psychology, University of Amsterdam Roetersstraat 15, room
1009
1018 WB Amsterdam
The Netherlands
http://users.fmg.uva.nl/ivisser/
tel: +31-20-5256735

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