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]