simulate_markov_chain: Simulate Markov chain

In oeli: 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. By default, delta is the stationary distribution of Gamma.

Value

A numeric vector of length T with states.

See Also

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

Examples

Gamma <- sample_transition_probability_matrix(dim = 3)
simulate_markov_chain(Gamma = Gamma, T = 10)

oeli documentation built on Oct. 16, 2024, 5:08 p.m.