hittingProbabilities {markovchain} | R Documentation |
Hitting probabilities for markovchain
Description
Given a markovchain object, this function calculates the probability of ever arriving from state i to j
Usage
hittingProbabilities(object)
Arguments
object |
the markovchain-class object |
Value
a matrix of hitting probabilities
Author(s)
Ignacio Cordón
References
R. Vélez, T. Prieto, Procesos Estocásticos, Librería UNED, 2013
Examples
M <- markovchain:::zeros(5)
M[1,1] <- M[5,5] <- 1
M[2,1] <- M[2,3] <- 1/2
M[3,2] <- M[3,4] <- 1/2
M[4,2] <- M[4,5] <- 1/2
mc <- new("markovchain", transitionMatrix = M)
hittingProbabilities(mc)
[Package markovchain version 0.9.5 Index]