SimulateMarkovChain: Simulate a Markov Chain Given a Transition Matrix

Description Usage Arguments Value Examples

Description

Simulate a Markov Chain Given a Transition Matrix

Usage

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SimulateMarkovChain(trans_mat, n_sims = 100)

Arguments

trans_mat

A row-stochastic matrix representing a Markov transition matrix

n_sims

Number of observations for simulation length. Default of 100.

Value

A vector of observations from a Markov chain

Examples

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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)

bvegetabile/ccber documentation built on May 10, 2019, 1:15 p.m.