R: Marginal Distribution of Stationary Markov Chain

compdelta {HiddenMarkov} | R Documentation

## Marginal Distribution of Stationary Markov Chain

### Description

Computes the marginal distribution of a stationary Markov chain with transition probability matrix Pi. The m discrete states of the Markov chain are denoted by 1, ..., m.

### Usage

    compdelta(Pi)

### Arguments

`Pi` | is the m*m transition probability matrix of the Markov chain.

### Details

If the Markov chain is stationary, then the marginal distribution delta satisfies

delta = delta Pi.

Obviously,

sum_j^m delta_j = 1.

### Value

A numeric vector of length m containing the marginal probabilities.

### Examples

    Pi <- matrix(c(1/2, 1/2,   0,   0,   0,
                   1/3, 1/3, 1/3,   0,   0,
                     0, 1/3, 1/3, 1/3,   0,
                     0,   0, 1/3, 1/3, 1/3,
                     0,   0,   0, 1/2, 1/2),
                 byrow=TRUE, nrow=5)

    print(compdelta(Pi))

[Package HiddenMarkov version 1.8-8 Index]