[R] Making a markov transition matrix

Sun Jan 22 03:26:17 CET 2006

If you can be sure that there are no missing years within firms, I think
I would do it this way:

> raw <- raw[do.call("order", raw), ]  # not needed here

> raw01 <- subset(data.frame(raw[-nrow(raw), ], raw[-1, ]), name ==
name.1)
> with(raw01, table(state, state.1))

     state.1
state 1 2 3
    1 1 0 0
    2 0 2 1
    3 1 1 0

So what would the general function look like?  I suppose

transitionM <- function(name, year, state) {
  raw <- data.frame(name = name, year = year, state = state)
  raw <- raw[do.call("order", raw), ]  # needed in general
  raw01 <- subset(data.frame(raw[-nrow(raw), ], raw[-1, ]), name ==
name.1)
  with(raw01, table(state, state.1))
}

give it a burl:

> with(raw, transitionM(name, year, state))
     state.1
state 1 2 3
    1 1 0 0
    2 0 2 1
    3 1 1 0

(NB no 'for' loops.)  ezy peezy.

W.

Bill Venables, 
CMIS, CSIRO Laboratories, 
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-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of jim holtman
Sent: Sunday, 22 January 2006 11:20 AM
To: Ajay Narottam Shah
Cc: R-help
Subject: Re: [R] Making a markov transition matrix

Ignore last reply.  I sent the wrong script.

> set.seed(1001)
>
> # Raw data in long format --
> raw <- data.frame(name=c("f1","f1","f1","f1","f2","f2","f2","f2"),
+                  year=c(83,   84,  85,  86,  83,  84,  85,  86),
+                  state=sample(1:3, 8, replace=TRUE)
+                  )
> # Shift to wide format --
> fixedup <- reshape(raw, timevar="year", idvar="name", v.names="state",
+                   direction="wide")
>
> trans <- as.matrix(fixedup)
> result <- NULL
> # loop through all the columns and build up the 'result'
> for (i in 2:(ncol(trans) - 1)){
+ result <- rbind(result, cbind(name=trans[,1], PREV=trans[,i],
NEXT=trans[,i+1]))
+ }
> result
  name PREV NEXT
1 "f1" "3"  "2"
5 "f2" "2"  "3"
1 "f1" "2"  "2"
5 "f2" "3"  "1"
1 "f1" "2"  "2"
5 "f2" "1"  "1"
>
> (markov <- table(result[,"PREV"], result[,"NEXT"]))

    1 2 3
  1 1 0 0
  2 0 2 1
  3 1 1 0

On 1/21/06, jim holtman <jholtman at gmail.com> wrote:
>
> Is this what you want:
>
>
> set.seed(1001)
>
> # Raw data in long format --
> raw <- data.frame(name=c("f1","f1","f1","f1","f2","f2","f2","f2"),
>                  year=c(83,   84,  85,  86,  83,  84,  85,  86),
>                  state=sample(1:3, 8, replace=TRUE)
>                  )
> # Shift to wide format --
> fixedup <- reshape(raw, timevar="year", idvar="name", v.names="state",
>                   direction="wide")
>
> trans <- as.matrix(fixedup)
> result <- NULL
> for (i in 2:(ncol(trans) - 1)){
>  result <- rbind(result, cbind(name=trans[,1], prev=trans[,i],
> next=trans[,i+1]))
> }
>
> result
>
> markov <- table(try$prev.state, try$new.state)
>
>
>
>
>
>  On 1/21/06, Ajay Narottam Shah <ajayshah at mayin.org> wrote:
> >
> > Folks,
> >
> > I am holding a dataset where firms are observed for a fixed (and
> > small) set of years. The data is in "long" format - one record for
one
> > firm for one point in time. A state variable is observed (a factor).
> >
> > I wish to make a markov transition matrix about the time-series
> > evolution of that state variable. The code below does this. But it's
> > hardcoded to the specific years that I observe. How might one
> > generalise this and make a general function which does this? :-)
> >
> >           -ans.
> >
> >
> >
> > set.seed(1001)
> >
> > # Raw data in long format --
> > raw <- data.frame(name=c("f1","f1","f1","f1","f2","f2","f2","f2"),
> >                  year=c(83,   84,  85,  86,  83,  84,  85,  86),
> >                  state=sample(1:3, 8, replace=TRUE)
> >                  )
> > # Shift to wide format --
> > fixedup <- reshape(raw, timevar="year", idvar="name",
v.names="state",
> >                   direction="wide")
> > # Now tediously build up records for an intermediate data structure
> > try <- rbind(
> >             data.frame(prev=fixedup$state.83, new=fixedup$state.84),
> >             data.frame(prev=fixedup$state.84, new=fixedup$state.85),
> >             data.frame(prev=fixedup$state.85, new=fixedup$state.86)
> >             )
> > # This is a bad method because it is hardcoded to the specific
values
> > # of "year".
> > markov <- table(destination$prev.state, destination$new.state)
> >
> > --
> > Ajay Shah
http://www.mayin.org/ajayshah
> >
> > ajayshah at mayin.org
> > http://ajayshahblog.blogspot.com
> > <*(:-? - wizard who doesn't know the answer.
> >
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide!
> >
http://www.R-project.org/posting-guide.html<http://www.r-project.org/pos
ting-guide.html>
> >
>
>
>
> --
> Jim Holtman
> Cincinnati, OH
> +1 513 247 0281
>
> What the problem you are trying to solve?

--
Jim Holtman
Cincinnati, OH
+1 513 247 0281

What the problem you are trying to solve?

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