Produces a sequence of random noise which would generate an observed sequence of finite symbols provided that the sequence of symbols results from a first-order Markov chain.
markov.disturbance(x, chain = NULL, random = TRUE, bandwidth = 1,
estimates = is.null(chain))A sequence of finite symbols represented as a character vector.
A list containing two named components which specify a first-order Markov chain.
The trans.mat component holds the stochastic transition matrix for the
chain while the stat.dist component holds the stationary distribution of
the chain. If not specified, chain is estimated from x using
estimateMarkovChain.
This can be a logical value or a number in the range 0-1. If TRUE, random noise will be generated. If FALSE, the constant value 0.5 will be used as the noise source. If a value in the range 0-1 is specified, that value will be used as a constant noise source. the default value is TRUE.
This value, which should be in the range 0-1, specifies the maximum peak-to-peak bandwidth of the random noise generated. The default value is 1.
A logical value specifying if the Markov chain estimates should be included in the return.
If estimates is TRUE, returns a list containing the following components:
the sequence of random noise as a numeric vector.
The stochastic transition matrix estimated from x, if chain is NULL; otherwise a copy of trans.mat component of chain.
The stationary distribution estimated from x, if chain is NULL; otherwise a copy of the stat.dist component of chain.
Otherwise, if estimate is FALSE, returns the sequence of random noise as a numeric vector.