| sampleDMC {SNPknock} | R Documentation |
Sample discrete Markov chains
Description
This function draws independent random samples of a discrete Markov chain.
Usage
sampleDMC(pInit, Q, n = 1)
Arguments
pInit |
an array of length K, containing the marginal distribution of the states for the first variable. |
Q |
an array of size (p-1,K,K), containing a list of p-1 transition matrices between the K states of the Markov chain. |
n |
the number of independent samples to be drawn (default: 1). |
Details
Each element of the output matrix is an integer value between 0 and K-1.
The transition matrices contained in Q are defined such that P[X_{j+1}=k|X_{j}=l]=Q[j,l,k].
Value
A matrix of size n-by-p containing the n observed Markov chains of length p.
References
Sesia M, Sabatti C, Candès EJ (2019). “Gene hunting with hidden Markov model knockoffs.” Biometrika, 106, 1–18. doi: 10.1093/biomet/asy033.
See Also
Other models: sampleHMM
Examples
p=10; K=5;
pInit = rep(1/K,K)
Q = array(stats::runif((p-1)*K*K),c(p-1,K,K))
for(j in 1:(p-1)) { Q[j,,] = Q[j,,] / rowSums(Q[j,,]) }
X = sampleDMC(pInit, Q, n=20)