R/st.st.R

In amvallone/estdaR: Exploratory Spatio-Temporal Data Analysis in R

#' @name st.st
#' @rdname st.st
#'
#' @title Steady State distribution of a Marov's probability transition matrix
#' @description Calulates the steady stae distribution of a Marov's probability transition matrix
#'
#' @param m Markov probability transition matrix
#'
#' @details for later...
#'
#' @return a vector coantaning the steady state distribution.
#'
#' @examples
#' t <- matrix(c(.5,.25,.25,.5,0,.5,.25,.25,.5),3,3,byrow=TRUE)
#' st.st(t)
#'
#' @export
#'

st.st <- function(m){
	aux <- eigen(t(m))
	eva <- aux$values
	eve <- aux$vectors
	m.eva <- max(eva)
	i <- which(eva==m.eva)
	return(eve[,i]/sum(eve[,i]))
}