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 find a steady state matrix after n=30. But if I run the code with n=100 or more I get "Inf" for all entities in L. Does anyone know why is that? The code I use look like this #------------------------------------ rep<-20 T <- Ttest for(i in 1:rep){ print(i) T<-T%*%Ttest Ttest<-T } L<-T print(L) #---------------------------------- ______________________________________________ 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.