get_pi {oHMMed}

Get the Prior Probability of States

Description

Calculate the prior probability of states that correspond to the stationary distribution of the transition matrix T

Usage

get_pi(mat_T = NULL)

Arguments

mat_T

(matrix) transition matrix

Details

It is assumed that the prior probability of states corresponds to the stationary distribution of the transition matrix T, denoted with \pi and its entries with \pi_i=Pr(\theta_{l-1}=i).

Value

A numeric vector

Examples

T_mat <- rbind(c(1-0.01,0.01,0),
               c(0.01,1-0.02,0.01),
               c(0,0.01,1-0.01))
T_mat
get_pi(T_mat)