[R] Updating a Markov Chain

stivi muhamed19 at wp.pl
Sun Mar 25 23:50:23 CEST 2012


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
the size of the matrix (as I don't know how many states(values) I will have
in the end) and don't really know how to update the prob distribution in the
rows. 
If anyone has any thoughts, i would be grateful for sharing.
Stivi

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