Hi, see inline
________________________________________
Feladó: [email protected] [[email protected]] ;
meghatalmazó: Armel KAPTUE [[email protected]]
Küldve: 2014. január 28. 8:16
To: [email protected]
Tárgy: [R] Markov chain simulation
Hi there,
I'm wonder if in R there is a way to simulate a discrete Markov chains with
a specific number of occurence of state knowing the transition matrixway.
Indeed there are many ways to do that in R!
For example, how to simualte a markov chain of length n with p occurences
(p<n) of the sate '0' for a transition matrix defined by:
I am not sure what you mean here?! If you give the length of the chain,
depending on the transition matrix you are going to get some occurences of
state '0', I do not think you can specify n, p and the transition matrix all at
once!
TransitionMatrix<- matrix(c(0.7, 0.3, 0.4, 0.6),byrow=TRUE, nrow=2)
colnames(TransitionMatrix) <- c('0','1')
row.names(TransitionMatrix) <- c('0','1')
Please try googling first, there are a lot of good examples on your problem,
among the first ones:
http://stackoverflow.com/questions/2754469/r-library-for-discrete-markov-chain-simulation
Best
daniel
Thanks,
--
Armel
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