R/simul2.R

In kenzamoudjeb/kenza: simulation chaine de markov

#´chaine de markov a temps discrete
#'@export
#'@param l numeric vector representing the steps
#´@param mu numeric vector the initial distribution
#´@param p transition matrix
#´@param n numeric number representing number of steps


Simul2<-function(l,mu,P,n)
{
  y<-c(rep(0,n+1))
  t<-c(0:n)
  y[1]<-rdist(l,mu)
  for(i in 1:n){
    y[i+1]<-rdist(l,P[y[i],])
  }
  
  plot(t,y,type = "b",main = "graphe des états " ,pch=8,xlim=c(0,n),ylim=c(0,length(mu)+1),xlab = "temps" ,ylab = "états",col="green")
  par(mfrow = c(2,1))
  return(y)
}