[R] nth step transition matrices

From: Brad Lukoskie <lubr0401_at_stcloudstate.edu>
Date: Tue, 22 Apr 2008 18:49:14 -0500


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:

                  1     2
P^2 = 1  .90 .10
            2  .02  .98

Is there a way to use [R] to calculate the nth step of a given matrix?



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