kimfilter (version 1.0.3)

ss_prob: Steady State Probabilities

Description

Finds the steady state probabilities from a transition matrix mat = |p_11 p_21 ... p_m1| |p_12 p_22 ... p_m2| |... ...| |p_1m p_2m ... p_mm| where the columns sum to 1

Usage

ss_prob(mat)

Value

matrix of dimensions Sx1 with steady state probabilities

Arguments

mat

square SxS matrix of probabilities with column sums of 1. S represents the number of states

Examples

if (FALSE) {
library(kimfilter)
Pm = rbind(c(0.8406, 0.0304), 
           c(0.1594, 0.9696))
ss_prob(Pm)
}