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# program spuRs/resources/scripts/MCSimulation.r
# loadable spuRs function
# Discrete time Markov Chain Simulation
# This function simulates a discrete MC with transition matrix P,
# state space {0,1,..,n}, and initial state i for nsteps transitions
MCSimulation<-function(P, i, nsteps){
n <- nrow(P)-1
statehist <- c(i, rep(0, nsteps))
for (step in 2:(nsteps+1)){
statehist[step] <- sample(0:n,1,prob=P[1+statehist[step-1],])
}
return(statehist)
}
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