Description Usage Arguments Value Examples
Calculate the Stationary Distribution of a First-Order Markov Chain from its Transition Matrix
1 | CalcEigenStationary(trans_mat)
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trans_mat |
Transition matrix |
vector representing the stationary distribution of the Markov chain
1 2 3 4 | tm1 <- matrix(c(0,0,1,1,0,0,0,1,0), 3,3, T)
sm1 <- CalcEigenStationary(tm1)
tm2 <- matrix(c(.3, 0.7, 0.8, 0.2), 2,2, T)
sm2 <- CalcEigenStationary(tm2)
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