吸收移轉矩陣範例一 (Absorbing Transition Matrix)

由 非吸收狀態 移轉至 吸收狀態 機率:

GNU-R Script:

myEq <- array(0, c(2, 2)) myEq[1, 1] = 0.7 myEq[1, 2] = -0.4 myEq[2, 1] = -0.2 myEq[2, 2] = 0.8 myEqVal <- array(0, c(2, 2)) myEqVal[1, 1] = 0.1 myEqVal[1, 2] = 0.2 myEqVal[2, 1] = 0.3 myEqVal[2, 2] = 0.3 myAnswer <- solve(myEq) %*% myEqVal print(myAnswer)