SimMarkovChain {GenHMM1d} | R Documentation |
Markov chain simulation
Description
This function generates a Markov chain X(1), ..., X(n) with transition matrix Q, starting from a state eta0 or the uniform distribution on 1,..., r.
Usage
SimMarkovChain(Q, n, eta0)
Arguments
Q |
transition probability matrix |
n |
number of simulated vectors |
eta0 |
initial value in 1,...,r. |
Value
x |
Generated Markov chain |
[Package GenHMM1d version 0.2.1 Index]