R: Function to generate a sequence of states from homogeneous...

markovchainSequence {markovchain} | R Documentation

## Function to generate a sequence of states from homogeneous Markov chains.

### Description

Provided any `markovchain` object, it returns a sequence of states coming from the underlying stationary distribution.

### Usage

    markovchainSequence(
      n,
      markovchain,
      t0 = sample(markovchain@states, 1),
      include.t0 = FALSE,
      useRCpp = TRUE
    )

### Arguments

`n` | Sample size
`markovchain` | `markovchain` object
`t0` | The initial state
`include.t0` | Specify if the initial state shall be used
`useRCpp` | Boolean. Should RCpp fast implementation being used? Default is yes.

### Details

A sequence of size n is sampled.

### Value

A Character Vector

### Author(s)

Giorgio Spedicato

### References

A First Course in Probability (8th Edition), Sheldon Ross, Prentice Hall 2010

### See Also

`markovchainFit`

### Examples

    # define the markovchain object
    statesNames <- c("a", "b", "c")
    mcB <- new("markovchain", states = statesNames,
       transitionMatrix = matrix(c(0.2, 0.5, 0.3, 0, 0.2, 0.8, 0.1, 0.8, 0.1),
       nrow = 3, byrow = TRUE, dimnames = list(statesNames, statesNames)))

    # show the sequence
    outs <- markovchainSequence(n = 100, markovchain = mcB, t0 = "a")

[Package markovchain version 0.8.6 Index]