[R] Entropy of a Markov chain

2010-07-14 Thread Wilson, Andrew
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

Re: [R] Entropy of a Markov chain

2010-07-14 Thread Albyn Jones
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