msmtools.analysis.stationary_distribution_sensitivity

msmtools.analysis.stationary_distribution_sensitivity(T, j)

Sensitivity matrix of a stationary distribution element.

Parameters:
  • T ((M, M) ndarray) – Transition matrix (stochastic matrix).
  • j (int) – Index of stationary distribution element for which sensitivity matrix is computed.
Returns:

S – Sensitivity matrix for the specified element of the stationary distribution.

Return type:

(M, M) ndarray