> -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- > project.org] On Behalf Of annek > Sent: Tuesday, December 11, 2012 11:19 PM > To: r-help@r-project.org > Subject: [R] Matrix multiplication > > Hi, > I have a transition matrix T for which I want to find the steady state > matrix for. This could be approximated by taking T^n , for large n. > > T= [ 0.8797 0.0382 0.0527 0.0008 > 0.0212 0.8002 0.0041 0.0143 > 0.0981 0.0273 0.8802 0.0527 > 0.0010 0.1343 0.0630 0.9322] > > According to a text book I have T^200 should have reached the steady > state L > > L =[0.17458813 0.17458813 0.17458813 0.17458813 > 0.05731902 0.05731902 0.05731902 0.05731902 > 0.35028624 0.35028624 0.35028624 0.35028624 > 0.44160126 0.44160126 0.44160126 0.44160126] > > I am addressing the problem using a for loop doing matrix > multiplication (guess there might be better ways, please suggest) and
Suggest you look at the %^% operator from the expm package for raising a matrix to a power. library(expm) T %^% 200 Hope this is helpful, Dan Daniel J. Nordlund Washington State Department of Social and Health Services Planning, Performance, and Accountability Research and Data Analysis Division Olympia, WA 98504-5204 ______________________________________________ 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.
