Re: [R] simulate binary markov chain

2008-12-16 Thread Charles C. Berry
On Wed, 17 Dec 2008, Chris Oldmeadow wrote: Hi all, I was hoping somebody may know of a function for simulating a large binary sequence (length >10 million) using a (1st order) markov model with known (2x2) transition matrix. It needs to be reasonably fast. Chris, The trick is to recognize t

[R] simulate binary markov chain

2008-12-16 Thread Chris Oldmeadow
Hi all, I was hoping somebody may know of a function for simulating a large binary sequence (length >10 million) using a (1st order) markov model with known (2x2) transition matrix. It needs to be reasonably fast. I have tried the following; mc<-function(sq,P){ s<-c() x<-row.names(P) n<-len