markovchain (version 0.9.5)

markovchainSequence: Function to generate a sequence of states from homogeneous Markov chains.

Description

Provided any markovchain object, it returns a sequence of states coming from the underlying stationary distribution.

Usage

markovchainSequence(
  n,
  markovchain,
  t0 = sample(markovchain@states, 1),
  include.t0 = FALSE,
  useRCpp = TRUE
)

Value

A Character Vector

Arguments

n

Sample size

markovchain

markovchain object

t0

The initial state

include.t0

Specify if the initial state shall be used

useRCpp

Boolean. Should RCpp fast implementation being used? Default is yes.

Author

Giorgio Spedicato

Details

A sequence of size n is sampled.

References

A First Course in Probability (8th Edition), Sheldon Ross, Prentice Hall 2010

See Also

markovchainFit

Examples

# define the markovchain object
statesNames <- c("a", "b", "c")
mcB <- new("markovchain", states = statesNames, 
   transitionMatrix = matrix(c(0.2, 0.5, 0.3, 0, 0.2, 0.8, 0.1, 0.8, 0.1), 
   nrow = 3, byrow = TRUE, dimnames = list(statesNames, statesNames)))

# show the sequence
outs <- markovchainSequence(n = 100, markovchain = mcB, t0 = "a")