firstPassageMultiple: function to calculate first passage probabilities

In markovchain: Easy Handling Discrete Time Markov Chains

function to calculate first passage probabilities

Description

The function calculates first passage probability for a subset of states given an initial state.

Usage

firstPassageMultiple(object, state, set, n)

Arguments

object	a markovchain-class object
state	intital state of the process (charactervector)
set	set of states A, first passage of which is to be calculated
n	Number of rows on which compute the distribution

Value

A vector of size n showing the first time proabilities

Author(s)

Vandit Jain

References

Renaldo Feres, Notes for Math 450 Matlab listings for Markov chains; MIT OCW, course - 6.262, Discrete Stochastic Processes, course-notes, chap -05

See Also

firstPassage

Examples

statesNames <- c("a", "b", "c")
markovB <- new("markovchain", states = statesNames, transitionMatrix =
matrix(c(0.2, 0.5, 0.3,
         0, 1, 0,
         0.1, 0.8, 0.1), nrow = 3, byrow = TRUE,
       dimnames = list(statesNames, statesNames)
))
firstPassageMultiple(markovB,"a",c("b","c"),4)  

markovchain documentation built on April 3, 2025, 9:59 p.m.