StochasticMatrix
Types
MarkovKernels.AbstractStochasticMatrix
— TypeAbstractStochasticMatrix
Abstract type for representing stochastic matrices.
MarkovKernels.StochasticMatrix
— TypeStochasticMatrix
Type for representing stochastic matrices.
Constructor
MarkovKernels.StochasticMatrix
— MethodStochasticMatrix(P::AbstractMatrix)
Constructs a stochastic matrix from the matrix of transition probabilities P.
Methods
MarkovKernels.probability_matrix
— Methodprobability_vector(::AbstractCategorical)
Computes the matrix of transition probabilities.
Base.rand
— Methodrand([rng::AbstractRNG], K::AbstractStochasticMatrix, x)
Samples a random vector conditionally on x with respect the the stochastic matrix K using the random number generator rng.