stationary_distribution

This function computes the stationary distribution corresponding to a
transition probability matrix.

Some general helper functions that I and maybe others find useful
when developing data science software. Functionality includes argument
validation, density calculation, sampling, matrix printing, user
interaction, storage helpers and more. The vignettes illustrate use cases.

Lennart Oelschläger

oeli

My Utilities for Developing Data Science Software

stationary_distribution function

<dl><dt>tpm</dt>
<dd>A transition probability <code>matrix</code>.</dd>
<dt>soft_fail</dt>
<dd>Either <code>TRUE</code> to return the discrete uniform distribution if the
computation of the stationary distribution fails for some reason, or
<code>FALSE</code> to throw an error.</dd></dl>

Arguments

Stationary distribution — stationary_distribution

<dl>

<dt>tpm</dt>
<dd>A transition probability <code>matrix</code>.</dd>


<dt>soft_fail</dt>
<dd>Either <code>TRUE</code> to return the discrete uniform distribution if the
computation of the stationary distribution fails for some reason, or
<code>FALSE</code> to throw an error.</dd>

</dl>

stationary_distribution: Stationary distribution

Description

Usage

Value

Arguments

Examples