markovchainSequence: Function to generate a sequence of states from homogeneous...

In markovchain: Easy Handling Discrete Time Markov Chains

Function to generate a sequence of states from homogeneous Markov chains.

Description

Provided any markovchain object, it returns a sequence of states coming from the underlying stationary distribution.

Usage

markovchainSequence(
  n,
  markovchain,
  t0 = sample(markovchain@states, 1),
  include.t0 = FALSE,
  useRCpp = TRUE
)

Arguments

n	Sample size
markovchain	markovchain object
t0	The initial state
include.t0	Specify if the initial state shall be used
useRCpp	Boolean. Should RCpp fast implementation being used? Default is yes.

Details

A sequence of size n is sampled.

Value

A Character Vector

Author(s)

Giorgio Spedicato

References

A First Course in Probability (8th Edition), Sheldon Ross, Prentice Hall 2010

See Also

markovchainFit

Examples

# define the markovchain object
statesNames <- c("a", "b", "c")
mcB <- new("markovchain", states = statesNames, 
   transitionMatrix = matrix(c(0.2, 0.5, 0.3, 0, 0.2, 0.8, 0.1, 0.8, 0.1), 
   nrow = 3, byrow = TRUE, dimnames = list(statesNames, statesNames)))

# show the sequence
outs <- markovchainSequence(n = 100, markovchain = mcB, t0 = "a")

markovchain documentation built on Sept. 24, 2023, 5:06 p.m.