make_markov_series: Create a series of binary variables based on a transition...

In OpenSDP/OpenSDPsynthR: Package to generate synthetic data for the OpenSDP Project

Description

Generate a

Usage

make_markov_series(n, tm, burnin = NULL, ...)

Arguments

n	an integer representing the length of the series
tm	a Transition Matrix that describes the transition matrix
burnin	integer, number of values to simulate before drawing from the series
...	additional arguments to apss to markovchainSequence

Details

A Transition Matrix is a 2x2 matrix where:

• Element 1, 1 is the probability of moving to state 0 conditional on being in state 0

• Element 2, 1 is the probability of moving to state 0 conditional on being in state 1

• Element 1, 2 is the probability of moving to state 1 conditional on being in state 0

• Element 2, 2 is the probability of moving to state 1 conditional on being in state 1

Value

a vector of length n with a random series of 0 and 1 generated from the tm

Source

• http://stats.stackexchange.com/questions/14175/how-to-generate-random-auto-correlated-binary-time-series-data

• https://en.wikipedia.org/wiki/Examples_of_Markov_chains

Examples

make_markov_series(10, matrix(c(0.6,0.4,0.9,0.1), nrow=2, byrow=TRUE))

OpenSDP/OpenSDPsynthR documentation built on June 20, 2020, 6:18 a.m.