bootpm
estimates transition probabilities and their standard deviation
BOOTPM is a MatLab script that estimates transition probabilities and their standard deviations both theoretically and using the bootstrap technique.
It creates N samples sampling -with replacement- M observations and then computes the relative N TPM's.
Then, it simply computes the standard deviation of each transition probability using the distribution across all the N TPM's.
It also compares the boostrapped results to results estimated thoeretically, to detect "strange" results. It allows...