Last data update: 2014.03.03
|
R: Markov chain simulation
Markov chain simulation
Description
Simulates a Markov chain
Usage
sim.mc(init, transition, N)
Arguments
init |
The distribution of states at the first time step
|
transition |
The transition probability matrix of the Markov chain
|
N |
The number of observations to simulate
|
Value
A vector of integers representing the state sequence.
Author(s)
Jared O'Connell jaredoconnell@gmail.com
Examples
p <- matrix(c(.1,.3,.6,rep(1/3,3),0,.5,.5),ncol=3,byrow=TRUE)
init <- rep(1/3,3)
sim.mc(init,p,10)
Results
|