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2010 Jun 18
1
12th Root of a Square (Transition) Matrix
...the eigenvalues (i.e. a vector in descending order) and the order in which I've created the matrix of eigenvectors, but I may be wrong in this suspicion. I defer to the collective wisdom of the community, and hope that minds greater than mine may provide insight. Cheers, Corey > dput(trans_matrix) structure(c(0.9426, 0.0047, 0, 4e-04, 0, 5e-04, 0, 0, 0, 0, 0, 0, 9e-04, 0, 0, 0, 0, 0, 0.0308, 0.8205, 0.0254, 4e-04, 9e-04, 0, 0, 0, 0, 4e-04, 0.0016, 0, 0, 0, 0, 0, 0, 0, 0.021, 0.1291, 0.7978, 0.034, 0.0043, 0.0025, 0.0011, 3e-04, 9e-04, 4e-04, 0, 0, 0, 0, 0, 0, 0, 0, 0.0056, 0.0394, 0.1174,...