localScore (version 1.0.6)

transmatrix2sequence: Sampling function for Markov chains

Description

Creates Markov chains based on a transition matrix. Can be used as parameter for the Monte Carlo function.

Usage

transmatrix2sequence(matrix, length, initialIndex, score)

Arguments

matrix

transition matrix of Markov process

length

length of sequence to be sampled

initialIndex

(optional) index of matrix which should be initial value of sequence. If none supplied, a value from the stationary distribution is sampled as initial value.

score

(optional) a vector representing the scores (in ascending order) of the matrix index. If supplied, the result will be a vector of these values.

Value

a Markov chain sampled from the transition matrix

Details

The transition matrix is considered representing the transition from one score to another such that the score in the first row is the lowest and the last row are the transitions from the highest score to another. The matrix must be stochastic (no rows filled up with only '0' values).

Examples

# NOT RUN {
B = t(matrix (c(0.2, 0.8, 0.4, 0.6), nrow = 2))
transmatrix2sequence(B, length = 10)
MyTransMat <-
   matrix(c(0.3,0.1,0.1,0.1,0.4, 0.2,0.2,0.1,0.2,0.3, 0.3,0.4,0.1,0.1,0.1, 0.3,0.3,0.1,0.0,0.3,
    0.1,0.1,0.2,0.3,0.3), ncol = 5, byrow=TRUE)
MySeq.CM=transmatrix2sequence(matrix = MyTransMat,length=90, score =c(-2,-1,0,2,3))
MySeq.CM
# }