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dsc
2010 Jul 14
1
Entropy of a Markov chain
Does anyone have any "R" code for computing the entropy of a simple
first or second order Markov chain, given a transition matrix something
like the following (or the symbol vector from which it is computed)?
AGRe ARIe CSRe DIRe DSCe eos
HRMe SPTe TOBe
AGRe 0.0000000 0.0000000 0.0000000 0.0000000 1.0000000 0.0000000
0.0000000 0.0000000 0.0000000
ARIe 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000 1.0000000
0.0000000 0.0000000 0.0000000
CSRe 0.0000000 0.0000000 0.0000000 0.0000000 1.0000000 0.0000000...