Does anyone have any R code for computing the entropy of a simple
first or second order Markov chain, given a transition matrix something
like the following (or the symbol vector from which it is computed)?
AGRe ARIe CSRe DIRe DSCe eos
HRMe SPTe TOBe
The transition matrix is a collection of conditional distributions.
it would seem natural to compute the entropy of the stationary
distribution.
albyn
Quoting Wilson, Andrew a.wil...@lancaster.ac.uk:
Does anyone have any R code for computing the entropy of a simple
first or second order
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