giddy.markov.homogeneity¶
-
giddy.markov.
homogeneity
(transition_matrices, regime_names=[], class_names=[], title='Markov Homogeneity Test')[source]¶ Test for homogeneity of Markov transition probabilities across regimes.
- Parameters
- transition_matriceslist
of transition matrices for regimes, all matrices must have same size (r, c). r is the number of rows in the transition matrix and c is the number of columns in the transition matrix.
- regime_namessequence
Labels for the regimes.
- class_namessequence
Labels for the classes/states of the Markov chain.
- titlestring
name of test.
- Returns
- : implicit
an instance of Homogeneity_Results.