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Markov transition matrices , missing transitions for certain years

Make two assumptions:

(1)  The initial state probability distribution (``ispd'') is *NOT* a 
function of the
transition probability matrix (``tpm'').

(2) The boxes are stochastically independent of each other.

Both of these assumptions may be dubious.  The second assumption is
the crucial one, and I would guess it to be *highly* dubious.  However
without it, you simply can't get anywhere.

Subject to these assumptions the maximum likelihood estimates of the
entries of the tpm may be found as follows:

Count the number of times that any box is in state "i" at time "t" and
in state "j" at time "t+1".  Count over all boxes and all times t = 1, 
2, ..., m-1,
where you have observation over m  years.  (You have to stop at m-1
in order to be able to have observations at time t+1.)

Let this count be c_ij.  Let c_i. be the sum over j of c_ij

Let the tpm be P = [p_ij].

Then the maximum likelihood estimate of p_ij is equal to c_ij/c_i.

[The only time that things can go wrong here is if state "i" never appears
in any box, at any time t < m.  In such a case the p_ij (j = 1, 2, 3, 
..., K, where
K is the number of states or species)  are simply not estimable from the
available data.  We never observe state i making a transition to *any* 
state,
so we cannot estimate the probabilities of such transitions.]

Writing R code to effect this estimation procedure is easy and is left as an
exercise for the reader. :-)

     cheers,

             Rolf Turner
On 19/04/11 12:47, Abby_UNR wrote: