Comments on Getting Started with Markov ChainsTypePad2016-01-06T01:37:08ZBlog Administratorhttps://blog.revolutionanalytics.com/tag:typepad.com,2003:https://blog.revolutionanalytics.com/2016/01/getting-started-with-markov-chains/comments/atom.xml/ARehor commented on 'Getting Started with Markov Chains'tag:typepad.com,2003:6a010534b1db25970b01bb08aebd25970d2016-01-19T23:02:16Z2016-01-19T23:02:18ZARehorhttp://profile.typepad.com/arehorGetting Started with Markov Chains using R packages http://blog.revolutionanalytics.com/2016/01/getting-started-with-markov-chains.html<p>Getting Started with Markov Chains using R packages <br />
http://blog.revolutionanalytics.com/2016/01/getting-started-with-markov-chains.html</p>Joseph Rickert commented on 'Getting Started with Markov Chains'tag:typepad.com,2003:6a010534b1db25970b01b8d190d2bc970c2016-01-13T19:02:50Z2016-01-26T17:21:52ZJoseph RickertThe function getRQ(P) assumes that the matrix P is in canonical form as specified from by the markovchain package. (Note...<p>The function getRQ(P) assumes that the matrix P is in canonical form as specified from by the markovchain package. (Note that this is indeed different from the definition of canonical form used by Snell in chapter 11)</p>
<p>The following code to put DWmc into canonical form was missing from the post.</p>
<p># Put DWmc into Canonical Form<br />
P <- canonicForm(DWmc)<br />
P</p>
<p>I have corrected this and I do apologize for the error.<br />
Joseph Rickert</p>Edward Vanden Berghe commented on 'Getting Started with Markov Chains'tag:typepad.com,2003:6a010534b1db25970b01b8d190cd29970c2016-01-13T18:20:44Z2016-01-26T17:21:52ZEdward Vanden BergheLooks very interesting, but like the previous commenter I get an error message. I assume that in the code above,...<p>Looks very interesting, but like the previous commenter I get an error message. I assume that in the code above, the line 'getRQ(p)' should be 'getRQ(DWmc)' - but also that only gives an error message.<br />
</p>Horst R. Wolf commented on 'Getting Started with Markov Chains'tag:typepad.com,2003:6a010534b1db25970b01bb08ab13fe970d2016-01-12T19:47:40Z2016-01-13T17:24:03ZHorst R. WolfTwo comments: First Your definition of the canonical form is slightly different from Snell. Second getRQ(.) produces an error -...<p>Two comments:<br />
First Your definition of the canonical form is slightly different from Snell.<br />
Second getRQ(.) produces an error - with P in line with Snell and also with your <br />
definition.</p>