meanNumVisits: Mean num of visits for markovchain, starting at each state

Description Usage Arguments Value Author(s) References Examples

Description

Given a markovchain object, this function calculates a matrix where the element (i, j) represents the expect number of visits to the state j if the chain starts at i (in a Markov chain by columns it would be the element (j, i) instead)

Usage

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meanNumVisits(object)

Arguments

object

the markovchain-class object

Value

a matrix with the expect number of visits to each state

Author(s)

Ignacio Cordón

References

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

Examples

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M <- matlab::zeros(5, 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)
meanNumVisits(mc)

markovchain documentation built on Sept. 15, 2019, 1:02 a.m.