CalcMarkovEntropyRate: Calculate an estimate of the Entropy Rate of a finite Markov...

In bvegetabile/ccber: Estimation of Behavioral Entropy Rate

Description

Calculate an estimate of the Entropy Rate of a finite Markov Chain

Usage

CalcMarkovEntropyRate(trans_mat, stat_dist)

Arguments

stat_dist	Vector of the stationary distribution of the Markov chain
trans_mar	Transition Matrix of a finite Markov chain

Value

Estimate of the Entropy Rate

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)
CalcMarkovEntropyRate(t_mat, CalcEigenStationary(t_mat))
CalcMarkovEntropyRate(tm2, eig_sm)
CalcMarkovEntropyRate(tm2, emp_sm)

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