I have multiple Markov chains with twelve states. I want to estimate a transition probability matrix for each time point (except for the last time point) that can vary over time using all Markov chains. I found a function in R to do this. It is in the TraMineR package and is called seqtrate. However, it isn't clear to me how they estimate a transition probability matrix that can vary over time for each time point.
The transition probability matrix their function infers would in this case have three dimensions, [states,states,time], where the first two dimensions would correspond to a transition probability matrix.
Does anyone know how this is done, or can anyone point me toward any resources where I can learn more about this?