[R] Markov chain transition model, data replication project

Giovanni Petris gpetris at uark.edu
Fri Feb 25 22:47:22 CET 2011


On Thu, 2011-02-24 at 21:14 -0500, Eric R. Schmidt wrote:
> Hello all,
> 
> I am currently attempting to replicate data from a political science article
> that utilized a Markov chain transition model to predict voter turnout
> intention at time *t*; the data was separated into two different models
> based on whether prior intent was to vote or not to vote.  The details don't
> really matter.
> 
> Mostly I am curious how to run a Markov chain transition model in R,
> estimating different coefficients for two prior conditions.  I have tried
> installing and running numerous packages, including elrm and MCMC, but I
> don't think this calls for Monte Carlo simulation.  (The transition matrix
> in this case, after all, would be only 2 x 2, and the models are pretty
> simple).  If someone could point me in the right direction I would greatly
> appreciate it....
> 

There may be a package that does the calculations for you, but it is a
simple matter of normalizing each row of the matrix of observed
transition counts to a probability.

Something like

> prop.table(X, margin = 1)

should do, where X is the 2x2 matrix of transition counts.

Hope this helps,
Giovanni

> ES
> 
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> 
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-- 

Giovanni Petris  <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/



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