MCSimulation {spuRs} | R Documentation |
A function to simulate a discrete time Markov chain.
Description
This function simulates a discrete time Markov chain with transition matrix P, state space 0,1,..,n and and initial state i for nsteps transitions.
Usage
MCSimulation(P,i,nsteps)
Arguments
P |
the transition matrix. |
i |
the initial state. |
nsteps |
the number of transitions to be simulated. |
Details
We assume that P is well defined transition matrix with rows summing to 1.
Value
Returns the vector statehist containing the realisation of the chain for nsteps transitions.\
References
Jones, O.D., R. Maillardet, and A.P. Robinson. 2009. An Introduction to Scientific Programming and Simulation, Using R. Chapman And Hall/CRC.
See Also
Examples
P <- matrix(c(0.5,0.5,0,0,0.7,0.1,0.2,0,0,0.1,0.1,0.8,0,0,0.7,0.3),
nrow = 4, ncol = 4, byrow = TRUE)
MCSimulation(P, 0, 250)
[Package spuRs version 2.0.2 Index]