Sample transition probability matrices

This function returns a random, squared matrix of dimension dim that fulfills the properties of a transition probability matrix.

Usage

sample_transition_probability_matrix(dim, state_persistent = TRUE)

Arguments

dim

[integer(1)]
The dimension.

state_persistent

[logical(1)]
Put more probability on the diagonal?

Value

A transition probability matrix.

See also

Other matrix helpers: check_correlation_matrix(), check_covariance_matrix(), check_one_hot_matrix(), check_transition_probability_matrix(), cov_to_chol(), diff_cov(), insert_matrix_column(), matrix_diagonal_indices(), matrix_indices(), sample_correlation_matrix(), sample_covariance_matrix(), stationary_distribution()

Examples

sample_transition_probability_matrix(dim = 3)
#>            [,1]      [,2]      [,3]
#> [1,] 0.51067698 0.2444476 0.2448754
#> [2,] 0.09907931 0.5835889 0.3173318
#> [3,] 0.16659828 0.1407422 0.6926595