R: Markov chain simulation

sim.mc {mhsmm} | R Documentation

## Markov chain simulation

### Description

Simulates a Markov chain

### Usage

    sim.mc(init, transition, N)

### Arguments

`init` | The distribution of states at the first time step
`transition` | The transition probability matrix of the Markov chain
`N` | The number of observations to simulate

### Value

A vector of integers representing the state sequence.

### Author(s)

Jared O'Connell jaredoconnell@gmail.com

### Examples

      p <- matrix(c(.1,.3,.6,rep(1/3,3),0,.5,.5),ncol=3,byrow=TRUE)
      init <- rep(1/3,3)
      sim.mc(init,p,10)

[Package mhsmm version 0.4.16 Index]