Calculations of One Discrete Model in Several Time Steps

A matrix discrete model having the form 'M[i+1] = (I + Q)*M[i]'. The calculation of the values of 'M[i]' only for pre-selected values of 'i'. The method of calculation is presented in the vignette 'Fundament' ('Base'). Maybe it`s own idea of the author of the package. A weakness is that the method gives information only in selected steps of the process. It mainly refers to cases with matrices that are not Markov chain. If 'Q' is Markov transition matrix, then MUPkL() may be used to calculate the steady-state distribution 'p' for 'p = Q*p'. Matrix power of non integer (matrix.powerni()) gives the same results as a mpower() from package 'matlib'. References: "Markov chains", (< https://en.wikipedia.org/wiki/Markov_chain#Expected_number_of_visits>). Donald R. Burleson, Ph.D. (2005), "ON NON-INTEGER POWERS OF A SQUARE MATRIX", (< http://www.blackmesapress.com/Eigenvalues.htm>).


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("MPkn")

0.1.0 by Josef Brejcha, a year ago


Browse source code at https://github.com/cran/MPkn


Authors: Josef Brejcha


Documentation:   PDF Manual  


GPL (>= 3) license


Suggests knitr, rmarkdown, matrixcalc, markovchain, matlib


See at CRAN