[R] Markov Model problem

Stefan Petersson stefan.petersson at inizio.se
Fri Sep 17 10:19:20 CEST 2010


First, I don't have the correct lingo for this topic, so I can't really find a solution for my problem. And 
maybe I formulate it incorrectly, so bear with me.

How would I calculate a 'constant transition matrix' if I know a given value at a given time? 

Let's say I know that my value is 54,0 at t=12. How do I get the initial chain value?

t	markov.growth
00	00.0
01	06.3 <- My value of interest...
02	12.1
03	17.7
04	22.8
05	27.7
06	32.2
07	36.4
08	40.4
09	44.2
10	47.7
11	50.9
12	54.0 <- These two is what I know...
13	56.9
14	59.6
15	62.1

I can't find out how to do this kind of 'reversed' calulation. Maybe there is some library that can do this 
for me? I know that there are a lot of packages covering different aspects of Markov Models. But my 
ignorance prevents me from finding out which one.

TIA



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