eddcmp                 package:panel                 R Documentation

_E_i_g_e_n_v_a_l_u_e-_e_i_g_e_n_v_e_c_t_o_r _d_e_c_o_m_p_o_s_i_t_i_o_n.

_D_e_s_c_r_i_p_t_i_o_n:

     A function that produces an eigenvalue eigenvector decomposition
     of a transition intensity matrix for a Markov chain in double
     precision.

_U_s_a_g_e:

     eddcmp(inmat)

_A_r_g_u_m_e_n_t_s:

   inmat: inmat is any square matrix describing the markov chain 

_V_a_l_u_e:

     A list with named components is returned. 

evectors: a matrix containing the left eigenvectors  

 evalues: a vector containing the eigenvalues  

im.evalues: a vector which contains the imaginary components of the
          eigenvalues if there are any (otherwise this is the zero
          vector). 

_C_O_M_M_E_N_T_S:

     The matrix inmat is decomposed as evectors %*% diag(evalues) %*%
     solve(evectors). For most matrices of interest the eigenvalues
     will all be real so the imaginary part is commonly ignored. The
     eigenvalues are ordered from smallest to largest.

_E_x_a_m_p_l_e_s:

