perfectSample: Perfectly samples an MTD Markov chain

In hdMTD: Inference for High-Dimensional Mixture Transition Distribution Models

Perfectly samples an MTD Markov chain

Description

Samples an MTD Markov Chain from the stationary distribution.

Usage

perfectSample(MTD, N = NULL)

Arguments

MTD	An MTD object, see MTDmodel() for properly generating a MTD object.
N	The sample size. If NULL sample size will be set to 1000.

Details

This perfect sample algorithm requires that the MTD model has an independent distribution (p0) with a positive weight (i.e., MTD$lambdas["lam0"]>0 which means \lambda_0>0).

Value

Returns a sample from an MTD model (the first element is the most recent).

Examples

perfectSample(MTDmodel(Lambda=c(1,4), A = c(0,2)), N = 200 )
perfectSample(MTDmodel(Lambda=c(2,5), A = c(1,2,3)), N = 1000 )

hdMTD documentation built on June 8, 2025, 10:30 a.m.