simMC: Simulation of a finite-state discrete time-homogeneous Markov...

In ZiqingHo/BasicMC: Formation of transition matrix from raw data, simple analysis and applications of finite-state discrete time-homogeneous Markov Chain

Description

This method is used to simulate a finite-state discrete time-homogeneous Markov Chain.

Usage

simMC(trMatrix, InitStateIndex = NULL, steps, presentation = TRUE)

Arguments

trMatrix	Transition matrix of the Markov chain
InitStateIndex	The index of the initial state in the vector of states
steps	The number of iterations
presentation	Decide whether the states simulated is in number or state name.The default value is TRUE.

Value

A sequence of states

References

Grimmett, G., & Stirzaker, D. (2001). Probability and Random Processes (3rd ed.). New York: Oxford University Press.

Examples

egstate <- c("1", "2", "3")
MC <- matrix(data = c(1, 0, 0, 0, 1, 0, 0, 0, 1),
         nrow = 3, byrow = TRUE,
         dimnames = list(egstate, egstate))

index <- 1
n <- 50
simMC(MC,index,n)

ZiqingHo/BasicMC documentation built on May 21, 2019, 2:29 a.m.