A function which will return the stationary distribution of an ergodic Markov chain

Share:

Description

This function returns the stationary distribution of an ergodic Markov chain. For details, refer Chapter 11 of the book.

Usage

1

Arguments

M

a transition probability matrix (TPM)

Author(s)

Prabhanjan N. Tattar

See Also

eigen

Examples

1
2
3
4
5
P <- matrix(nrow=3,ncol=3) # An example
P[1,] <- c(1/3,1/3,1/3)
P[2,] <- c(1/4,1/2,1/4)
P[3,] <- c(1/6,1/3,1/2)
stationdistTPM(P)

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.