Re: [R] Limit distribution of continuous-time Markov process

2008-06-05 Thread Charles C. Berry
On Thu, 5 Jun 2008, [EMAIL PROTECTED] wrote: I have (below) an attempt at an R script to find the limit distribution of a continuous-time Markov process, using the formulae outlined at http://www.uwm.edu/~ziyu/ctc.pdf, page 5. First, is there a better exposition of a practical algorithm for do

[R] Limit distribution of continuous-time Markov process

2008-06-05 Thread gschultz
I have (below) an attempt at an R script to find the limit distribution of a continuous-time Markov process, using the formulae outlined at http://www.uwm.edu/~ziyu/ctc.pdf, page 5. First, is there a better exposition of a practical algorithm for doing this? I have not found an R package that