CUNY MSDS DATA 605 WEEK 10 DISC - Markov chains

Nicholas Schettini

October 31, 2018

library(markovchain)
library(diagram)

In Example 11.7, find the probability that the grandson of a man from Harvard went to Harvard.

school <- c("Harvard", "Yale", "Dartmouth")
prob <- matrix(c(1.0, 0.0, 0.0, 0.3, 0.4, 0.3, 0.2, 0.1, 0.7), byrow = T, ncol = 3, dimnames = list(school, school))
prob
##           Harvard Yale Dartmouth
## Harvard       1.0  0.0       0.0
## Yale          0.3  0.4       0.3
## Dartmouth     0.2  0.1       0.7
chain <- new("markovchain", states = school, byrow= T, transitionMatrix = prob, name = "Schools")
chain
## Schools 
##  A  3 - dimensional discrete Markov Chain defined by the following states: 
##  Harvard, Yale, Dartmouth 
##  The transition matrix  (by rows)  is defined as follows: 
##           Harvard Yale Dartmouth
## Harvard       1.0  0.0       0.0
## Yale          0.3  0.4       0.3
## Dartmouth     0.2  0.1       0.7
plotmat(prob, pos=c(1,2), lwd=1, box.lwd=1, cex.txt = 0.5, box.size =0.1, box.type ="circle", box.prop = 0.5, box.col = "light yellow", arr.length = .1, arr.width =.1, self.cex = .4, self.shifty=-0.1, self.shiftx=.13, main="grandfather's son")

chain^2
## Schools^2 
##  A  3 - dimensional discrete Markov Chain defined by the following states: 
##  Harvard, Yale, Dartmouth 
##  The transition matrix  (by rows)  is defined as follows: 
##           Harvard Yale Dartmouth
## Harvard      1.00 0.00      0.00
## Yale         0.48 0.19      0.33
## Dartmouth    0.37 0.11      0.52
school <- c("Harvard", "Yale", "Dartmouth")
prob <- matrix(c(1.0, 0.0, 0.0, 0.48, 0.19, 0.33, 0.37, 0.11, 0.52), byrow = T, ncol = 3, dimnames = list(school, school))

plotmat(prob, pos=c(1,2), lwd=1, box.lwd=1, cex.txt = 0.5, box.size =0.1, box.type ="circle", box.prop = 0.5, box.col = "light yellow", arr.length = .1, arr.width =.1, self.cex = .4, self.shifty=-0.1, self.shiftx=.13, main="grandfather grandson")

ref: https://dataconomy.com/2018/03/an-introduction-to-markov-chains-using-r/