Eik Vettorazzi <E.Vettorazzi <at> uke.uni-hamburg.de> writes: > > if you have a homogeneous mc (= a constant transition matrix), your > state at time 10 is given by (chapman-kolmogorov) > p10=p0 %*% tm^(10) > so you need a matrix power function.
There are matrix exponential functions in the Matrix and expm packages ... don't know about their speed ______________________________________________ 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.
