CalcEigenStationary: Calculate the Stationary Distribution of a First-Order Markov...

Description Usage Arguments Value Examples

Description

Calculate the Stationary Distribution of a First-Order Markov Chain from its Transition Matrix

Usage

1

Arguments

trans_mat

Transition matrix

Value

vector representing the stationary distribution of the Markov chain

Examples

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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)

bvegetabile/ccber documentation built on May 10, 2019, 1:15 p.m.