Re: [R] Convert timeseries to transition matrix

From: Ingmar Visser <i.visser_at_uva.nl>
Date: Wed 23 Mar 2005 - 03:51:36 EST


Thanks to everyone for your quick and helpful answers! ingmar

On 3/22/05 11:40 AM, "Christos Hatzis" <christos@nuverabio.com> wrote:

> 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@stat.math.ethz.ch
> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Ingmar Visser
> Sent: Tuesday, March 22, 2005 11:21 AM
> To: R-help@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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>
-- 
Ingmar Visser
Department of Psychology, University of Amsterdam
Roetersstraat 15, 1018 WB Amsterdam
The Netherlands
http://users.fmg.uva.nl/ivisser/
tel: +31-20-5256735

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Received on Wed Mar 23 03:56:12 2005

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