First, I don't have the correct lingo for this topic, so I can't really find a solution for my problem. And maybe I formulate it incorrectly, so bear with me.
How would I calculate a 'constant transition matrix' if I know a given value at a given time? Let's say I know that my value is 54,0 at t=12. How do I get the initial chain value? t markov.growth 00 00.0 01 06.3 <- My value of interest... 02 12.1 03 17.7 04 22.8 05 27.7 06 32.2 07 36.4 08 40.4 09 44.2 10 47.7 11 50.9 12 54.0 <- These two is what I know... 13 56.9 14 59.6 15 62.1 I can't find out how to do this kind of 'reversed' calulation. Maybe there is some library that can do this for me? I know that there are a lot of packages covering different aspects of Markov Models. But my ignorance prevents me from finding out which one. TIA ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
