SimMarkovChain: Markov chain simulation

View source: R/SimMarkovChain.R

SimMarkovChainR Documentation

Markov chain simulation

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

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 Sept. 9, 2025, 5:50 p.m.