simulate_markov_chain

This function simulates a Markov chain.

Some general helper functions that I and maybe others find useful
when developing data science software. Functionality includes argument
validation, density calculation, sampling, matrix printing, user
interaction, storage helpers and more. The vignettes illustrate use cases.

Lennart Oelschläger

oeli

My Utilities for Developing Data Science Software

simulate_markov_chain function

<dl><dt>Gamma</dt>
<dd>A transition probability <code>matrix</code>.</dd>
<dt>T</dt>
<dd>An <code>integer</code>, the length of the Markov chain.</dd>
<dt>delta</dt>
<dd>A <code>numeric</code> probability vector, the initial distribution.
If not specified, <code>delta</code> is set to the stationary distribution of
<code>Gamma</code>.</dd></dl>

Arguments

Simulate Markov chain — simulate_markov_chain

<dl>

<dt>Gamma</dt>
<dd>A transition probability <code>matrix</code>.</dd>


<dt>T</dt>
<dd>An <code>integer</code>, the length of the Markov chain.</dd>


<dt>delta</dt>
<dd>A <code>numeric</code> probability vector, the initial distribution.
If not specified, <code>delta</code> is set to the stationary distribution of
<code>Gamma</code>.</dd>

</dl>

simulate_markov_chain: Simulate Markov chain

Description

Usage

Value

Arguments

Examples