This function draws independent random samples of a discrete Markov chain.
Usage
sampleDMC(pInit, Q, n = 1)
Arguments
pInit
an array of length K, containing the marginal distribution of the states for the first variable.
Q
an array of size (p-1,K,K), containing a list of p-1 transition matrices between the K states of the Markov chain.
n
the number of independent samples to be drawn (default: 1).
Value
A matrix of size n-by-p containing the n observed Markov chains of length p.
Details
Each element of the output matrix is an integer value between 0 and K-1.
The transition matrices contained in Q are defined such that \(P[X_{j+1}=k|X_{j}=l]=Q[j,l,k]\).