rmarkov: Generate a sample of a discrete-state Markov chain

In danheck/MCMCprecision: Precision of Discrete Parameters in Transdimensional MCMC

Generate a sample of a discrete-state Markov chain

Description

Generates a sequence of discrete states from a discrete-time Markov chain with transition matrix P.

Usage

rmarkov(n, P, start = rep(1, ncol(P)))

Arguments

n	length of the generated sequence.
P	transition matrix (rows are normalized to sum to 1).
start	vector with nonnegative values that defines the discrete starting distribution at t=0 (start is normalized to sum to 1). The default is a discrete uniform distribution.

Examples

P <- matrix(c(.30, .50, .20,
              .05, .25, .70,
              .00, .10, .90), 3, 3, byrow=TRUE)
rmarkov(50, P)

danheck/MCMCprecision documentation built on July 3, 2024, 8:51 p.m.