minimisation function question

[Eric yang <yang_eric9@yahoo.com>]

 

Dear S+ users,

 

I would like to know if there is a function in S+ that can be to minimise the distance between annual transition matrices?

 

Essentially, I have 10 annual transition (square) matrices: 1 year, 2 year,..., 10 year. I want to almalgamate the 10 matrices into 1 matrix that is a generalization of the 10. The 10 transition matrices do not follow a linear path in time, i.e. the two year transation matrix is not crossproduct of the 1 year. The generalized matrix would be used in such a way that the

 

1 year = generalized matrix

2 year=[generalized matrix] to the power of 2

...

10 year=[generalized matrix] to the power of 10.

 

Is there a minimisation function in S+ that would enable me to achieve this? I want to minimise the distances between the consecutive matrices.

 

Many thanks for any help.

 

Regards,

Eric

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