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Aggregate a Markov chain over a partition

Source: R/probabilistic.R
lump.Rd

Coarsens a Markov chain to a reduced state space. By default the function requires exact lumpability. With force = TRUE, it performs an approximate aggregation using stationary weights when available and arithmetic averages for macro-states with zero stationary mass.

Usage

lump(object, partition, force = FALSE)

# S4 method for class 'markovchain'
lump(object, partition, force = FALSE)

Arguments

object

A markovchain object.

partition

A named list of character vectors defining macro-states.

force

If FALSE, stop unless the chain is exactly lumpable. If TRUE, return a weighted approximate lumping.

Value

A markovchain object on the macro-state space.