[R] nth step transition matrices
lubr0401 at stcloudstate.edu
Wed Apr 23 01:49:14 CEST 2008
I have a question in regards to markov chains and transition
I am trying to figure out a way to calculate the "kth-step transition
matrix" of a given matrix.
Say for example I have a single step 2x2 matrix:
P= 1 .95 .05
2 .01. 99
If I were to convert this matrix to a 2-step transition probability
matrix I would get:
P^2 = 1 .90 .10
2 .02 .98
Is there a way to use [R] to calculate the nth step of a given matrix?
More information about the R-help