R: function to calculate first passage probabilities

firstPassageMultiple {markovchain} | R Documentation

## function to calculate first passage probabilities

### Description

The function calculates first passage probability for a subset of states given an initial state.

### Usage

    firstPassageMultiple(object, state, set, n)

### Arguments

`object` | a markovchain-class object
`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

### Value

A vector of size n showing the first time proabilities

### Author(s)

Vandit Jain

### References

Renaldo Feres, Notes for Math 450 Matlab listings for Markov chains; MIT OCW, course - 6.262, Discrete Stochastic Processes, course-notes, chap -05

### See Also

`firstPassage`

### Examples

    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)

[Package markovchain version 0.8.6 Index]