[R] Question on 'predict' in 'markovchain' package
Huang, Cassie
Jingyi.Huang at warwick.ac.uk
Mon Nov 21 18:47:40 CET 2016
Dear Sir/Madam,
I want to report a problem of 'predict' function in the 'markovchain' package and I will use to examples to explain the problem.
Problem:
-It only follows the path with transition probability greater or equal than 0.5.
Here are two examples.
Example (1)
I created an MC with the transition matrix (by rows) is defined as follows:
0 1
0 0.5 0.5
1 0.6 0.4
-I applied 'predict' on the MC above starting at 0 and 1 respectively and get the transition counts as follows:
(start at 0)
0 1
0 34 32
1 33 0
(start at 1)
0 1
0 35 32
1 32 0
In Example (1), we observe that 1-1 has the probability less than 0.5 and it never happens in prediction.
Example (2)
I created an MC with the transition matrix (by rows) is defined as follows:
0 1
0 0.53 0.47
1 0.47 0.53
I get all 0's after applied 'prediction' with starting state 0 while I get all 1's with starting state 1.
This may because only 0-0 and 1-1 have >0.5 probability in the MC so they are the only two path will appear in the prediction.
Code as follows.
statesNames=c("0","1")
mcA<-new("markovchain", transitionMatrix=matrix( c(0.5,0.5,0.6,0.4),byrow=TRUE,
nrow=2, dimnames=list(statesNames,statesNames)))
mcA
mcApred0<-predict(mcA, newdata="0",n.ahead=100)
mcApred1<-predict(mcA, newdata="1",n.ahead=100)
createSequenceMatrix(stringchar = mcApred0)
createSequenceMatrix(stringchar = mcApred1)
statesNames=c("0","1")
mcB<-new("markovchain", transitionMatrix=matrix( c(0.53,0.47,0.47,0.53),byrow=TRUE,
nrow=2, dimnames=list(statesNames,statesNames)))
mcB
predict(mcB, newdata="0",n.ahead=100)
predict(mcB, newdata="1",n.ahead=100)
Best wishes,
Cassie
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