CalcEmpStat_Mth_Order: Calculation of the Empirical Stationary Distribution from an...

In bvegetabile/ccber: Estimation of Behavioral Entropy Rate

Description

Calculation of the Empirical Stationary Distribution from an observed Markov Chain (Arbitrary-Order)

Usage

CalcEmpStat_Mth_Order(event_seq, state_space, mc_order = 1)

Arguments

event_seq	Observed sequence of events as a Markov chain
state_space	State space of the observed Markov chain
mc_order	Order of the Markov Chain

Value

Estimate of the stationary distribution

Examples

t_mat <- matrix(c(0.3, 0.7, 0.6, 0.4), 2,2, T)
sim_mc <- SimulateMarkovChain(t_mat, n_sims = 10000)
tc2 <- CalcTC_Mth_Order(sim_mc, 1:2, 2)
tm2 <- CalcTransitionMatrix(tc2)
eig_sm <- CalcEigenStationary(tm2)
emp_sm <- CalcEmpStat_Mth_Order(sim_mc, 1:2, 2)
print(eig_sm)
print(emp_sm)

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