compdelta {HiddenMarkov} | R Documentation |
Marginal Distribution of Stationary Markov Chain
Description
Computes the marginal distribution of a stationary Markov chain with transition probability matrix . The
discrete states of the Markov chain are denoted by
.
Usage
compdelta(Pi)
Arguments
Pi |
is the |
Details
If the Markov chain is stationary, then the marginal distribution satisfies
Obviously,
Value
A numeric vector of length containing the marginal probabilities.
Examples
Pi <- matrix(c(1/2, 1/2, 0, 0, 0,
1/3, 1/3, 1/3, 0, 0,
0, 1/3, 1/3, 1/3, 0,
0, 0, 1/3, 1/3, 1/3,
0, 0, 0, 1/2, 1/2),
byrow=TRUE, nrow=5)
print(compdelta(Pi))
[Package HiddenMarkov version 1.8-13 Index]