Sim.Markov.Chain {GaussianHMM1d} | R Documentation |
This function generates a Markov chain X(1), ..., X(n) with transition matrix Q, starting from a state eta0.
Sim.Markov.Chain(Q, n, eta0)
Q |
Transition probality matrix (r x r); |
n |
length of series; |
eta0 |
inital value in 1,...,r. |
x |
Simulated Markov chain |
Bouchra R Nasri and Bruno N Rémillard, January 31, 2019
Q <- matrix(c(0.8, 0.3, 0.2, 0.7),2,2) ;
sim <- Sim.Markov.Chain(Q,eta0=1,n=100)