hit: Find expected hitting times

In drlevy/ECS256-HW1: Markov Chain

Description

Input an mc to get a submatrix of hitting times where M[i,j] is the E(Tij).

Usage

hit(mc, e = 0.01)

Arguments

mc	of type mc containing a defined markov chain
e	floating point convergence criterion for infinite mc.

Value

The submatrix of expected hitting times for mc.

Examples

pijdef = matrix(rep(0,9), nrow=3)
pijdef[1,1] <- 0.5
pijdef[1,2] <- 0.5
pijdef[2,3] <- 0.5
pijdef[2,1] <- 0.5
pijdef[3,1] <- 1
markov_chain = mc(pijdef)
hit(markov_chain, 0.1)

drlevy/ECS256-HW1 documentation built on May 15, 2019, 2:21 p.m.