ruspy.estimation.estimation_transitions

This module contains the functions necessary for the estimation process of transition probabilities.

Functions

create_transition_matrix(num_states, trans_prob)	Creating the transition matrix with the assumption, that in every row the state increases have the same probability.
estimate_transitions(df)	Estimating the transition proabilities.
loglike_trans(trans_dist, transition_count)	Sum the individual negative log-likelihood.
loglike_trans_derivative(params, ...)
loglike_trans_individual(trans_dist, ...)	Individual negative Log-likelihood function of transition probability estimation.
loglike_trans_individual_derivative(params, ...)	generates the jacobian of the individual log likelihood function of the transition probabilities.