ss_prob: Steady State Probabilities
In kimfilter: Kim Filter
ss_prob R Documentation
Steady State Probabilities
Description
Finds the steady state probabilities from a transition matrix
mat = |p_11 p_21 ... p_m1|
|p_12 p_22 ... p_m2|
|... ...|
|p_1m p_2m ... p_mm|
where the columns sum to 1
Usage
ss_prob(mat)
Arguments
mat
square SxS matrix of probabilities with column sums of 1. S
represents the number of states
Value
matrix of dimensions Sx1 with steady state probabilities
Examples
## Not run:
library(kimfilter)
Pm = rbind(c(0.8406, 0.0304),
c(0.1594, 0.9696))
ss_prob(Pm)
## End(Not run)
kimfilter documentation built on May 29, 2024, 9:57 a.m.
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| ss_prob | R Documentation |
Steady State Probabilities
Description
Finds the steady state probabilities from a transition matrix mat = |p_11 p_21 ... p_m1| |p_12 p_22 ... p_m2| |... ...| |p_1m p_2m ... p_mm| where the columns sum to 1
Usage
ss_prob(mat)
Arguments
mat |
square SxS matrix of probabilities with column sums of 1. S represents the number of states |
Value
matrix of dimensions Sx1 with steady state probabilities
Examples
## Not run:
library(kimfilter)
Pm = rbind(c(0.8406, 0.0304),
c(0.1594, 0.9696))
ss_prob(Pm)
## End(Not run)
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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