simulate_markov_chain: Simulate Markov chain

In oeli: Some Utilities for Developing Data Science Software

Simulate Markov chain

Description

This function simulates a Markov chain.

Usage

simulate_markov_chain(Gamma, T, delta = oeli::stationary_distribution(Gamma))

Arguments

Gamma	[matrix()] A transition probability matrix.
T	[integer(1)] The length of the Markov chain.
delta	[numeric()] A probability vector, the initial distribution. The stationary distribution is used by default.

Value

A numeric vector of length T with states.

See Also

Other simulation helpers: Simulator, correlated_regressors(), ddirichlet_cpp(), dmixnorm_cpp(), dmvnorm_cpp(), dtnorm_cpp(), dwishart_cpp(), gaussian_tv()

Examples

Gamma <- matrix(c(0.8, 0.2, 0.3, 0.7), byrow = TRUE, nrow = 2)
delta <- c(0.6, 0.4)
simulate_markov_chain(Gamma = Gamma, T = 20, delta = delta)

oeli documentation built on Aug. 18, 2025, 5:24 p.m.