Comment

Comment by ricsca

Pykov implements the computation of some of the most common quantities related to discrete-time finite regular Markov Chains, namely: steady state, mean first passage times and absorbing times. The calculation are performed by means of the analytic formulas described on Kemeny&Snell, and the steady state is derived with the inverse iteration method. If you are interested on random walkers, pykov offers a handy way to generate them and evaluate their probability. Sorry, I do not know PyMC well enough to say if the above quantities can be calculated also with it.
parent ricsca 12 years ago

No comments yet

Be the first to share your thoughts.

Live from the official Hacker News API

A modern reader for Hacker News · SvelteKit + Skeleton