ACSWR: stationdistTPM – R documentation

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stationdistTPM

A function which will return the stationary distribution of an ergodic Markov chain

This function returns the stationary distribution of an ergodic Markov chain. For details, refer Chapter 11 of the book.

stationdistTPM(M)

`M`	a transition probability matrix (TPM)

Prabhanjan N. Tattar

P <- matrix(nrow=3,ncol=3) # An example
P[1,] <- c(1/3,1/3,1/3)
P[2,] <- c(1/4,1/2,1/4)
P[3,] <- c(1/6,1/3,1/2)
stationdistTPM(P)

A Companion Package for the Book "A Course in Statistics with R"

v1.0

GPL-2

Authors

Prabhanjan Tattar

Initial release

2015-09-05