Re: [R] Entropy of a Markov chain

The transition matrix is a collection of conditional distributions. it would seem natural to compute the entropy of the stationary distribution. albyn Quoting "Wilson, Andrew" : Does anyone have any "R" code for computing the entropy of a simple first or second order Markov chain, given a

[R] Entropy of a Markov chain

Does anyone have any "R" code for computing the entropy of a simple first or second order Markov chain, given a transition matrix something like the following (or the symbol vector from which it is computed)? AGRe ARIe CSRe DIRe DSCe eos HRMe SPTe TOB