SimMarkovChain: Markov chain simulation

Description Usage Arguments Value

View source: R/SimMarkovChain.R

Description

This function generates a Markov chain X(1), ..., X(n) with transition matrix Q, starting from a state eta0 or the uniform distribution on 1,..., r

Usage

1
SimMarkovChain(Q, n, eta0)

Arguments

Q

transition probability matrix

n

number of simulated vectors

eta0

initial value in 1,...,r.

Value

x

Generated Markov chain


GenHMM1d documentation built on Jan. 21, 2021, 9:07 a.m.