Simulate a trajectory of a Markov chain

Simulates n steps of a homogeneous discrete time Markov chain from the initial state t0, drawing each state from the transition probabilities of the previous one.

Usage

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

Arguments

n

Number of steps, a non-negative integer.

markovchain

A markovchain object.

t0

Name of the initial state. The default draws it uniformly at random among the states.

include.t0

Logical: include the initial state in the output? If TRUE the output has n + 1 states.

useRCpp

Logical: use the C++ implementation (default) or the R one? Both give the same sequence for the same random seed.

Value

A character vector with the simulated states.

References

Ross, S. (2010). A First Course in Probability (8th edition). Prentice Hall.

See also

rmarkovchain(), which also simulates from non-homogeneous chains (markovchainList objects); markovchainFit() for the reverse operation.

Other simulation: rmarkovchain()

Author

Giorgio Spedicato

Examples

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)))
markovchainSequence(n = 20, markovchain = mcB, t0 = "a")
#>  [1] "b" "c" "b" "c" "b" "c" "b" "c" "b" "b" "c" "b" "c" "c" "b" "c" "b" "c" "b"
#> [20] "c"
markovchainSequence(n = 20, markovchain = mcB, t0 = "a", include.t0 = TRUE)
#>  [1] "a" "b" "c" "b" "c" "a" "c" "b" "c" "b" "c" "b" "c" "b" "c" "b" "c" "a" "b"
#> [20] "c" "a"