Volatility of individual state sequences
Returns Brzinsky-Fay's objective volatility of each sequence.
seqivolatility(seqdata, w=.5, with.missing=FALSE, adjust=TRUE)
seqdata |
a state sequence object ( |
adjust |
Logical. Should the indicator be adjusted such that it can reach its bounds 0 and 1. Deafult is |
w |
real in the range [0, 1]. Weight given to the proportion of states visited (see Details). |
with.missing |
logical: should non-void missing values be treated as a regular state? If |
The (objective) volatility is the weighted average between the proportion pvisited of states visited and the frequency ftrans of transitions (state changes). Formally,
volatility = w * pvisited + (1-w) * ftrans
The proportion of states visited is computed as (visited - 1)/(|a| - 1) when adjsut=TRUE and as visited / |a| when adjsut=FALSE. Here, visited is the number of states visited and |a| the size of the alphabet.
The frequency of transition is ftrans = \frac{transn}{max.transn} where transn is the number of transitions (state changes) within the sequence, and max.transn the maximum possible transitions in the sequence.
For the normative volatility computed for a set of positive states, see seqipos.
A numeric vector with the volatility of each sequence.
Gilbert Ritschard
Brzinsky-Fay, C. Unused Resources: Sequence and Trajectory Indicators. International Symposium on Sequence Analysis and Related Methods, Monte Verita, TI, Switzerland, Oct 10-11, 2018
data(ex1) sx <- seqdef(ex1[,1:13], right="DEL") seqivolatility(sx) seqivolatility(sx, adjust=FALSE) seqivolatility(sx, with.missing=TRUE) seqivolatility(sx, w=.7, with.missing=TRUE)
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