hittingProbabilities: Hitting probabilities for markovchain

In markovchain: Easy Handling Discrete Time Markov Chains

Hitting probabilities for markovchain

Description

Given a markovchain object, this function calculates the probability of ever arriving from state i to j

Usage

hittingProbabilities(object)

Arguments

object

the markovchain-class object

Value

a matrix of hitting probabilities

Author(s)

Ignacio Cordón

References

R. Vélez, T. Prieto, Procesos Estocásticos, Librería UNED, 2013

Examples

M <- markovchain:::zeros(5)
M[1,1] <- M[5,5] <- 1
M[2,1] <- M[2,3] <- 1/2
M[3,2] <- M[3,4] <- 1/2
M[4,2] <- M[4,5] <- 1/2

mc <- new("markovchain", transitionMatrix = M)
hittingProbabilities(mc)

markovchain documentation built on Sept. 24, 2023, 5:06 p.m.