Dear experts, I have to generate 1000 transitions of a discrete time Markov Chain and then give and estimation of the equilibrium distribution. I know the transition matrix. 0.3 0.7 0 0.2 0.5 0.3 0 0.4 0.6 Do you know how to do it with R? Thanks a lot! Estefania [[alternative HTML version deleted]]
Estefania Nares <findingstefan <at> hotmail.com> writes:> I have to generate 1000 transitions of a discrete time Markov Chain and > then give and estimation of the equilibrium distribution. > > I know the transition matrix. > > 0.3 0.7 0 > 0.2 0.5 0.3 > 0 0.4 0.6 > Do you know how to do it with R? >This sounds like homework, and it is the policy of this list not to give answers to homework. To get you started, though, see ?matrix ?"%*%" and possibly ?eigen good luck Ben Bolker
To add to this, I am sure this have been answerted earlier on the list, so you could try to search the archives. On Tue, Mar 15, 2011 at 8:59 PM, Ben Bolker <bbolker at gmail.com> wrote:> Estefania Nares <findingstefan <at> hotmail.com> writes: > >> I have to generate 1000 transitions of a discrete time Markov Chain and >> then give and estimation of the equilibrium distribution. >> >> I know the transition matrix. >> >> 0.3 ? 0.7 ? 0 >> 0.2 ? 0.5 ? 0.3 >> 0 ? ? 0.4 ? 0.6 >> Do you know how to do it with R? >> > > ?This sounds like homework, and it is the policy of this > list not to give answers to homework. > > ?To get you started, though, see > > ?matrix > ?"%*%" > > and possibly > ?eigen > > ? good luck > ? ? Ben Bolker > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >
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