Created
August 8, 2019 02:04
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Melancholia I has a matrix on the wall. This finds its stationary distribution. (https://en.wikipedia.org/wiki/Melencolia_I)
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| xx <- matrix(c(16,3,2,13,5,10,11,8,9,6,7,12,4,15,14,1),nrow = 4,ncol = 4,byrow = T) | |
| xxx <- xx/rowSums(xx) | |
| xeig <- eigen(xxx) | |
| xvecs <- xeig$vectors | |
| lvecs <- MASS::ginv(xvecs) | |
| pi_eq <- lvecs[1,]/sum(lvecs[1,]) | |
| pi_eq |
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