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_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,] 0.6872684 0.05625811 0.2564735
#> [2,] 0.1967834 0.68636610 0.1168505
#> [3,] 0.1848974 0.11923793 0.6958647