stat2003.d-class: A class type of discrete-time finite state space Markov chain...

In paulnorthrop/stat2003: stat2003: Introduction to Applied Probability at UCL

Description

A class type of discrete-time finite state space Markov chain in stat2003 package.

Arguments

p	A numeric symmetric matrix. The transition matrix of the Markov chain. The rows must sum to 1.
p_start	A numeric vector. The initial distribution of the Markov chain. The rows must sum to 1 and has same dimension as p.
statespace	A character vector. The state space of the Markov chain. statespace must has same dimension as p.

See Also

dmc_equi returns the equilibrium distribution for a discrete-time Markov chain.

dmc_inv returns the invariant distribution for a discrete-time Markov chain.

dmc_simu simulates a discrete-time Markov chain by returning one possible sequence and a states against steps plot.

dmc_tp can calculate transient probabilities at a specific step, and also can give a graph about transient probabilities from step zero to that specific step.

dmc_irreclass focuses on irreducible classes for a given discrete-time Markov chain

dmc_period returns the period of each state for a given discrete-time Markov chain

Examples

m <- matrix(c(1, 0, 0, 0, 0, 0,
              1/4, 0, 3/4, 0, 0, 0,
              0, 1/2, 0, 1/2, 0, 0,
              0, 0, 1/2, 0, 1/3, 1/6,
              0, 0, 0, 0, 1/4, 3/4,
              0, 0, 0, 0, 1/3, 2/3), nr = 6, nc=6, byrow = TRUE)
A <- new("stat2003.d", p_start = c(0, 0, 0, 1, 0, 0), p = m,
        statespace = c("1", "2", "3", "4", "5", "6") )

paulnorthrop/stat2003 documentation built on May 24, 2019, 10:31 p.m.