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elementwise
2003 Oct 06
1
visualizing transition probability matrices
Dear List,
I have a couple of (~200) 3x3 transition probability matrices (ie each
defines a Markov chain). They are all estimated from the same
underlying process, so it ie meaningful to take their elemetwise mean
and standard deviation. [1]
First question: supposing that they are given in a list l, how do I
get their elementwise mean and standard deviation? Fortunately, the
mean of trans. prob. matrices also remains a transition probability
matrix. I'm not sure if taking the standard deviation is...