SimMarkovChain

<p>Transition probality matrix (d x d)</p>

eta0

<p>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</p>

R functions to estimate and perform goodness of fit test for several
Markov regime switching and mixture bivariate copula models.
The goodness of fit test is based on a Cramer von Mises statistic and
uses the Rosenblatt transform and parametric bootstrap to estimate the p-value.
The estimation of the copula parameters are based on the pseudo-maximum likelihood
method using pseudo-observations defined as normalized ranks.

Mamadou Thioub

SimMarkovChain: Markov chain simulation

Description

Usage

Arguments