Automatically aggregate a Markov chain by spectral clustering

Finds an approximate partition by clustering the leading right eigenvectors of the transition matrix, then returns the forced lumping over that partition. This is a heuristic for approximate lumping/metastable aggregation, not a proof of exact lumpability.

Usage

autoLump(object, k)

# S4 method for class 'markovchain'
autoLump(object, k)

Arguments

object

A markovchain object.

k

Number of macro-states to discover.

Value

A list with partition and lumped_chain.