good evening to all, someone has an example of average run calculation for a multivariate process (two variables) with the chain of markov? I can't handle it in any way.
I have puntualized by inserting a message in the previous thread none in the forum that can illuminate me on the chain of markov for media shifts of a process? at least a numerical example above all, even from the data in my possession. I'm allying for those who want to investigate. It is about calculating the transition matrix (ahimè) that takes the process from a control state to an out of control