[R] Markov Model problem
Stefan Petersson
stefan.petersson at inizio.se
Fri Sep 17 10:19:20 CEST 2010
First, I don't have the correct lingo for this topic, so I can't really find a solution for my problem. And
maybe I formulate it incorrectly, so bear with me.
How would I calculate a 'constant transition matrix' if I know a given value at a given time?
Let's say I know that my value is 54,0 at t=12. How do I get the initial chain value?
t markov.growth
00 00.0
01 06.3 <- My value of interest...
02 12.1
03 17.7
04 22.8
05 27.7
06 32.2
07 36.4
08 40.4
09 44.2
10 47.7
11 50.9
12 54.0 <- These two is what I know...
13 56.9
14 59.6
15 62.1
I can't find out how to do this kind of 'reversed' calulation. Maybe there is some library that can do this
for me? I know that there are a lot of packages covering different aspects of Markov Models. But my
ignorance prevents me from finding out which one.
TIA
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