getPi: Get Pi

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

This function return the Steady-State probability vector of a Markov Chain Model with transition probability Matrix P. P must only have reccurent states.

Usage

1
getPi(P)

Arguments

P

A square matrix in which every row sum up to 1.

Details

A Markov chain model with reccurent states and an aperiodic irreducible transition probability matrix P have a Steady-State vector b such that b=b.P. The function getPi return b for a given matrix P.

Value

pi_vector

A vector with the size equals to the dimension of P.

Author(s)

MSc. Felipe Domingues Simoes

References

Cinlar, E. (2013). Introduction to stochastic processes. Courier Corporation.

See Also

matlib

Examples

1
getPi(matrix(c(0.8,0.5,0.2,0.5),2,2))

fdsimoes/getPi documentation built on Aug. 19, 2020, 12:07 a.m.