Description Usage Arguments Value Examples
Simulate a Markov Chain Given a Transition Matrix
1 | SimulateMarkovChain(trans_mat, n_sims = 100)
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trans_mat |
A row-stochastic matrix representing a Markov transition matrix |
n_sims |
Number of observations for simulation length. Default of 100. |
A vector of observations from a Markov chain
1 2 3 | t_mat <- matrix(c(0.3, 0.7, 0.6, 0.4), 2,2, T)
sim_mc <- SimulateMarkovChain(t_mat)
sim_mc <- SimulateMarkovChain(t_mat, n_sims = 500)
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