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

Description Usage Arguments Value Examples

Description

Calculation of the Empirical Stationary Distribution from an observed Markov Chain (first-order)

Usage

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CalcEmpiricalStationary(event_seq, state_space)

Arguments

event_seq

Observed sequence of events as a Markov chain

state_space

State space of the observed Markov chain

Value

Estimate of the stationary distribution

Examples

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t_mat <- matrix(c(0.3, 0.7, 0.6, 0.4), 2,2, T)
sim_mc <- SimulateMarkovChain(t_mat, n_sims = 500)
true_sm <- CalcEigenStationary(t_mat)
est_sm <- CalcEmpiricalStationary(sim_mc, 1:2)

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