committorAB {markovchain} | R Documentation |
Calculates committor of a markovchain object with respect to set A, B
Description
Returns the probability of hitting states rom set A before set B with different initial states
Usage
committorAB(object,A,B,p)
Arguments
object |
a markovchain class object |
A |
a set of states |
B |
a set of states |
p |
initial state (default value : 1) |
Details
The function solves a system of linear equations to calculate probaility that the process hits a state from set A before any state from set B
Value
Return a vector of probabilities in case initial state is not provided else returns a number
Examples
transMatr <- matrix(c(0,0,0,1,0.5,
0.5,0,0,0,0,
0.5,0,0,0,0,
0,0.2,0.4,0,0,
0,0.8,0.6,0,0.5),
nrow = 5)
object <- new("markovchain", states=c("a","b","c","d","e"),transitionMatrix=transMatr)
committorAB(object,c(5),c(3))
[Package markovchain version 0.9.5 Index]