Description Usage Arguments Value Examples
Calculation of the Empirical Stationary Distribution from an observed Markov Chain (first-order)
1 | CalcEmpiricalStationary(event_seq, state_space)
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event_seq |
Observed sequence of events as a Markov chain |
state_space |
State space of the observed Markov chain |
Estimate of the stationary distribution
1 2 3 4 | 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)
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