# Re: [R] Making a markov transition matrix

From: jim holtman <jholtman_at_gmail.com>
Date: Sun 22 Jan 2006 - 12:20:21 EST

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@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@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@mayin.org
> > http://ajayshahblog.blogspot.com
> > <*(:-? - wizard who doesn't know the answer.
> >
> > ______________________________________________
> > R-help@stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-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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