markovchain (version 0.6.9)

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)

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.

Value

A Character Vector

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")