Gamma2delta: This function computes the stationary distribution of a...
In fHMM: Fitting Hidden Markov Models to Financial Data
View source: R/fHMM_parameters.R
Gamma2delta R Documentation
This function computes the stationary distribution of a transition
probability matrix Gamma.
Description
This function computes the stationary distribution of a transition
probability matrix Gamma.
Usage
Gamma2delta(Gamma)
Arguments
Gamma
A transition probability matrix.
Details
If the stationary distribution vector cannot be computed, it is set to the
discrete uniform distribution over the states.
Value
A stationary distribution vector.
fHMM documentation built on Oct. 12, 2023, 5:10 p.m.
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View source: R/fHMM_parameters.R
| Gamma2delta | R Documentation |
This function computes the stationary distribution of a transition
probability matrix Gamma.
Description
This function computes the stationary distribution of a transition
probability matrix Gamma.
Usage
Gamma2delta(Gamma)
Arguments
Gamma |
A transition probability |
Details
If the stationary distribution vector cannot be computed, it is set to the discrete uniform distribution over the states.
Value
A stationary distribution vector.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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