stationdistTPM {ACSWR}

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

Description

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

Usage

stationdistTPM(M)

Arguments

M

a transition probability matrix (TPM)

Author(s)

Prabhanjan N. Tattar

See Also

eigen

Examples

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)