The function calculates first passage probability for a subset of states given an initial state.
firstPassageMultiple(object, state, set, n)
object | a markovchain-class object |
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state | intital state of the process (charactervector) |
set | set of states A, first passage of which is to be calculated |
n | Number of rows on which compute the distribution |
A vector of size n showing the first time proabilities
Renaldo Feres, Notes for Math 450 Matlab listings for Markov chains; MIT OCW, course - 6.262, Discrete Stochastic Processes, course-notes, chap -05
Vandit Jain
statesNames <- c("a", "b", "c") markovB <- new("markovchain", states = statesNames, transitionMatrix = matrix(c(0.2, 0.5, 0.3, 0, 1, 0, 0.1, 0.8, 0.1), nrow = 3, byrow = TRUE, dimnames = list(statesNames, statesNames) )) firstPassageMultiple(markovB,"a",c("b","c"),4)#> set #> 1 0.8000 #> 2 0.4000 #> 3 0.1190 #> 4 0.0379