R/fittingFunctions.R
rmarkovchain.Rd
Provided any markovchain
or markovchainList
objects, it returns a sequence of
states coming from the underlying stationary distribution.
rmarkovchain( n, object, what = "data.frame", useRCpp = TRUE, parallel = FALSE, num.cores = NULL, ... )
n | Sample size |
---|---|
object | Either a |
what | It specifies whether either a |
useRCpp | Boolean. Should RCpp fast implementation being used? Default is yes. |
parallel | Boolean. Should parallel implementation being used? Default is yes. |
num.cores | Number of Cores to be used |
... | additional parameters passed to the internal sampler |
Character Vector, data.frame, list or matrix
When a homogeneous process is assumed (markovchain
object) a sequence is
sampled of size n. When a non - homogeneous process is assumed,
n samples are taken but the process is assumed to last from the begin to the end of the
non-homogeneous markov process.
Check the type of input
A First Course in Probability (8th Edition), Sheldon Ross, Prentice Hall 2010
Giorgio Spedicato
# 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 <- rmarkovchain(n = 100, object = mcB, what = "list") #define markovchainList object statesNames <- c("a", "b", "c") mcA <- 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))) 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))) mcC <- 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))) mclist <- new("markovchainList", markovchains = list(mcA, mcB, mcC)) # show the list of sequence rmarkovchain(100, mclist, "list")#> [[1]] #> [1] "b" "c" "b" #> #> [[2]] #> [1] "b" "c" "b" #> #> [[3]] #> [1] "b" "c" "b" #> #> [[4]] #> [1] "b" "c" "b" #> #> [[5]] #> [1] "b" "c" "b" #> #> [[6]] #> [1] "b" "c" "a" #> #> [[7]] #> [1] "c" "b" "b" #> #> [[8]] #> [1] "b" "c" "b" #> #> [[9]] #> [1] "b" "c" "c" #> #> [[10]] #> [1] "c" "b" "c" #> #> [[11]] #> [1] "b" "c" "c" #> #> [[12]] #> [1] "b" "b" "b" #> #> [[13]] #> [1] "b" "c" "c" #> #> [[14]] #> [1] "a" "c" "a" #> #> [[15]] #> [1] "b" "b" "c" #> #> [[16]] #> [1] "b" "b" "c" #> #> [[17]] #> [1] "c" "b" "c" #> #> [[18]] #> [1] "c" "b" "b" #> #> [[19]] #> [1] "b" "b" "c" #> #> [[20]] #> [1] "b" "c" "c" #> #> [[21]] #> [1] "b" "c" "b" #> #> [[22]] #> [1] "b" "c" "b" #> #> [[23]] #> [1] "b" "c" "b" #> #> [[24]] #> [1] "c" "b" "b" #> #> [[25]] #> [1] "b" "c" "b" #> #> [[26]] #> [1] "c" "b" "c" #> #> [[27]] #> [1] "b" "c" "b" #> #> [[28]] #> [1] "c" "c" "b" #> #> [[29]] #> [1] "b" "b" "b" #> #> [[30]] #> [1] "b" "c" "b" #> #> [[31]] #> [1] "c" "b" "c" #> #> [[32]] #> [1] "c" "b" "b" #> #> [[33]] #> [1] "c" "b" "c" #> #> [[34]] #> [1] "c" "b" "c" #> #> [[35]] #> [1] "c" "b" "c" #> #> [[36]] #> [1] "b" "c" "b" #> #> [[37]] #> [1] "b" "c" "b" #> #> [[38]] #> [1] "c" "b" "c" #> #> [[39]] #> [1] "a" "a" "b" #> #> [[40]] #> [1] "c" "c" "c" #> #> [[41]] #> [1] "a" "b" "b" #> #> [[42]] #> [1] "c" "b" "b" #> #> [[43]] #> [1] "b" "c" "b" #> #> [[44]] #> [1] "b" "c" "b" #> #> [[45]] #> [1] "b" "c" "b" #> #> [[46]] #> [1] "b" "c" "b" #> #> [[47]] #> [1] "a" "a" "b" #> #> [[48]] #> [1] "c" "b" "c" #> #> [[49]] #> [1] "b" "c" "c" #> #> [[50]] #> [1] "c" "a" "b" #> #> [[51]] #> [1] "b" "c" "b" #> #> [[52]] #> [1] "c" "b" "c" #> #> [[53]] #> [1] "c" "b" "c" #> #> [[54]] #> [1] "b" "c" "b" #> #> [[55]] #> [1] "b" "c" "b" #> #> [[56]] #> [1] "b" "b" "c" #> #> [[57]] #> [1] "c" "b" "b" #> #> [[58]] #> [1] "b" "c" "b" #> #> [[59]] #> [1] "c" "b" "c" #> #> [[60]] #> [1] "b" "c" "b" #> #> [[61]] #> [1] "b" "c" "b" #> #> [[62]] #> [1] "b" "c" "a" #> #> [[63]] #> [1] "b" "c" "b" #> #> [[64]] #> [1] "c" "b" "c" #> #> [[65]] #> [1] "b" "c" "b" #> #> [[66]] #> [1] "c" "b" "c" #> #> [[67]] #> [1] "b" "b" "c" #> #> [[68]] #> [1] "b" "c" "a" #> #> [[69]] #> [1] "c" "b" "b" #> #> [[70]] #> [1] "c" "b" "c" #> #> [[71]] #> [1] "a" "a" "a" #> #> [[72]] #> [1] "c" "a" "b" #> #> [[73]] #> [1] "b" "b" "b" #> #> [[74]] #> [1] "a" "c" "b" #> #> [[75]] #> [1] "c" "b" "c" #> #> [[76]] #> [1] "c" "b" "c" #> #> [[77]] #> [1] "c" "b" "c" #> #> [[78]] #> [1] "a" "c" "b" #> #> [[79]] #> [1] "c" "b" "c" #> #> [[80]] #> [1] "c" "b" "c" #> #> [[81]] #> [1] "a" "c" "b" #> #> [[82]] #> [1] "a" "b" "c" #> #> [[83]] #> [1] "b" "c" "c" #> #> [[84]] #> [1] "c" "b" "c" #> #> [[85]] #> [1] "a" "a" "b" #> #> [[86]] #> [1] "a" "c" "b" #> #> [[87]] #> [1] "b" "c" "a" #> #> [[88]] #> [1] "b" "c" "b" #> #> [[89]] #> [1] "c" "b" "b" #> #> [[90]] #> [1] "b" "c" "c" #> #> [[91]] #> [1] "c" "b" "c" #> #> [[92]] #> [1] "c" "b" "b" #> #> [[93]] #> [1] "b" "c" "b" #> #> [[94]] #> [1] "c" "a" "c" #> #> [[95]] #> [1] "b" "c" "b" #> #> [[96]] #> [1] "b" "c" "c" #> #> [[97]] #> [1] "a" "c" "c" #> #> [[98]] #> [1] "c" "b" "b" #> #> [[99]] #> [1] "b" "b" "c" #> #> [[100]] #> [1] "b" "c" "a" #>