#------------------------------------------------------ # # Three state MCMC (cfr Andrieu at al.) # -> powers of the transition matrix # # GdA 2/4/2016 #------------------------------------------------------ T <- rbind( c(0, 1, 0), c(0, 0.1, 0.9), c(0.6, 0.4, 0) ) print(T) for (i in 2:10) { Sys.sleep(0.5) T <- T %*% T print(i) print(T) } p <- T[1,]