MC.sim: Markov Chain simulation

In tomor14/Examst522:

Description

Simulate the stationary discrete Markov Chain distribution.

Usage

MC.sim(p, k, n)

Arguments

p	is the probability matrix for the Markov Chain. p has to be a n x n matrix.
k	is the initial state.
n	is number af steps to be simulated.

Value

Returns the stationary probabilities for each state.

Author(s)

Tobias Mortensen
Department of mathematics and computer science (IMADA)
University of southern Denmark, Odense
[e-mail]

Examples

MC.sim(p=matrix(c(.6,.4,.4,.6), ncol=2), k=2, n=1000)

tomor14/Examst522 documentation built on May 31, 2019, 6:20 p.m.