rdtmc: Simulate a discrete time Markov chain

rdtmcR Documentation

Simulate a discrete time Markov chain

Description

The basic Markov chain simulation scheme found in J.R. Norris' book.

Usage

rdtmc(n, P, mu, states = NULL)

Arguments

n

number of steps to simulate in the chain

P

the probability transition matrix

mu

the initial distribution vector

states

optional states if simulating strings or non-integer chains

Value

data.frame


shill1729/markovChains documentation built on April 24, 2022, 11:50 a.m.