[英]markov chain simulation using R
I want to plot a graph of probability distributions of states in different time t. 我想绘制不同时间t下状态的概率分布图。 I have the transition matrix 我有转换矩阵
P1 <- matrix(c(0, 1, 0, 0, 0, 0, 2/3, 1/3, 0, 1, 0, 0, 0, 0, 0, 1), 4, 4, byrow=TRUE)
To plot a graph from p1 to p50, I use the following code. 要绘制从p1到p50的图形,我使用以下代码。
library(ggplot2)
initState <- c(1,0,0,0) # The initial state will be state 1
# Initiate probability vectors
one <- c()
two <- c()
three <- c()
four <- c()
# Calculate probabilities for 50 steps.
for(k in 1:50){
nsteps <- initState*P1^k
one[k] <- nsteps[1,1]
two[k] <- nsteps[1,2]
three[k] <- nsteps[1,3]
four[k] <- nsteps[1,4]
}
# Make dataframes and merge them
one <- as.data.frame(one)
one$Group <- 'one'
one$Iter <- 1:50
names(one)[1] <- 'Value'
two <- as.data.frame(two)
two$Group <- 'two'
two$Iter <- 1:50
names(two)[1] <- 'Value'
three <- as.data.frame(three)
three$Group <- 'three'
three$Iter <- 1:50
names(three)[1] <- 'Value'
four <- as.data.frame(four)
four$Group <- 'four'
four$Iter <- 1:50
names(four)[1] <- 'Value'
steps <- rbind(one,two,three,four)
# Plot the probabilities using ggplot
ggplot(steps, aes(x = Iter, y = Value, col = Group))+
geom_line() +
xlab('Chain Step') +
ylab('Probability') +
ggtitle('50 Step Chain Probability Prediction')+
theme(plot.title = element_text(hjust = 0.5))
But the result is very strange, can anyone find out where I went wrong in my code? 但是结果却很奇怪,有人能找出我的代码出了错吗?
The problem is your calculation of P1^k
. 问题是您对P1^k
计算。 In R, using ^
takes the power element by element, not through matrix multiplication. 在R中,使用^
逐个获取幂,而不是通过矩阵乘法。 To calculate the matrix power of P1
, you need to multiply it out, or use the %^%
operator from the expm
package. 要计算P1
的矩阵乘方,您需要将其乘以或使用expm
包中的%^%
运算符。 (There may be other implementations of this operation in other packages, too.) (在其他软件包中也可能有此操作的其他实现。)
So write your loop like this: 因此,像这样编写循环:
# Calculate probabilities for 50 steps.
P1tok <- diag(4) # the identity matrix
for(k in 1:50){
P1tok <- P1tok %*% P1 # multiply by another P1
nsteps <- initState*P1tok
one[k] <- nsteps[1,1]
two[k] <- nsteps[1,2]
three[k] <- nsteps[1,3]
four[k] <- nsteps[1,4]
}
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