search for: matpower

Hello, I have a question in regards to markov chains and transition probabilities. 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: 1 2 P= 1 .95 .05 2 .01. 99 If I were to convert this matrix to a 2-step transition probability matrix I would get:

Sorry I didn't answer before. Martin, thanks very much for your notes and for tidying the function up! About matPower, I didn't realise that where it says "pot <- pot %*% p ot", consumption of memory was higer than it was on the original algorithm, And about the other function in this thread, matExp, I can remember I us look to m >Message: 27 >Date: Thu, 22 Jan 2004 18:22:...

Hello best helpers, I am a new user and I have been struggling for hours. So finally I decide to ask you: If I have a matrix P, and P.2 = P%*%P, and P.3=P.2%*%P is there a function to calculate the power of a matrix?? if not how can i do: for (i in 1:10) {P.i=P^i} after this I need to sum them up and my problem is to combine P and i to P.i can anyone help me please??? Thanks and have a nice

H i, all! First of all, I'd like to apologize for my poor English. It's for years I don't use it. This is a R-version of a function I wrote a long ago for my HP48 calculator. It works with the binary expression of the power and just need to duplicate the mem used by X. Hope this helps. mtx.exp<-function(X,n) #Function to calculate the n-th power of a matrix X; { phi <-

Hi all I recently started to write a matrix exponentiation operator for R (by adding a new operator definition to names.c, and adding the following code to arrays.c). It is not finished yet, but I would like to solicit some comments, as there are a few areas of R's internals that I am still feeling my way around. Firstly: 1) Would there be interest in adding a new operator %^% that performs