mc_sim: Generate Discrete Markov Chain

Description Usage Arguments Details Value Examples

Description

Generate Discrete Markov Chain

Usage

1
mc_sim(trans, n = 1, start = 1)

Arguments

trans

square transition matrix

n

number of states to generate

start

either a starting state (default is state 1) or a vector of probabilities for starting state

Details

Generate Discrete Markov Chain given transition matrix

Value

integer vector of simulated states

Examples

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3
P <- 0.7*diag(3) + 0.1
mc <- mc_sim(P, n=100)
mc

bdemeshev/vectordf documentation built on May 12, 2019, 9:40 a.m.