R: Generate a sample of a discrete-state Markov chain

rmarkov {MCMCprecision} | R Documentation

## Generate a sample of a discrete-state Markov chain

### Description

Generates a sequence of discrete states from a discrete-time Markov chain with transition matrix `P`.

### Usage

    rmarkov(n, P, start = rep(1, ncol(P)))

### Arguments

`n` | length of the generated sequence.
`P` | transition matrix (rows are normalized to sum to 1).
`start` | vector with nonnegative values that defines the discrete starting distribution at t=0 (`start` is normalized to sum to 1). The default is a discrete uniform distribution.

### Examples

    P <- matrix(c(.30, .50, .20,
                  .05, .25, .70,
                  .00, .10, .90), 3, 3, byrow=TRUE)
    rmarkov(50, P)

[Package MCMCprecision version 0.3.9 Index]