SimMarkovChain: Markov chain simulation
In HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness of Fit
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 probality matrix (d x d)
n
number of simulated vectors
eta0
variable eta
HMMcopula documentation built on April 21, 2020, 9:05 a.m.
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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 probality matrix (d x d) |
n |
number of simulated vectors |
eta0 |
variable eta |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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