On 28-01-2014, at 19:23, Kaptue Tchuente, Armel <armel.kap...@sdstate.edu> wrote:
> Hi Kehl, > > Thank you for your reply. > > Indeed, there are many ways to simulate a markov chain sequence. > > For instance, if I assume that n=20, rnd_occ1<-c(0, 0, 0, 0, 0, 0, 1, 1, 0, > 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 1) and rnd_occ2<-c(0, 0, 0, 1, 0, 0, 0, 1, 1, > 1, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0) are two markov chain sequences having the > transition matrix TransitionMatrix<- matrix(c(0.7, 0.3, 0.4, 0.6),byrow=TRUE, > nrow=2) > For the first sequence the state "1" has 9 occurences while for the second > sequence, the state "1" has 6 occurences. > What I'm looking for it is an algorithm or a library to simulate efficiently > such a markov chain sequence with for instance 12 ooccurences of the state ‘1' > I used package sos to search for Markov (using library(sos); findFn(“Markov”). Amongst others this what I found which seem to be appropriate: markovchain MCMCpack DTMCPack and a lot more. BTW: it’s no use asking me more about Markov. I am ignorant in that subject. Good luck, Berend ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
