SimMarkovChain {HMMcopula} | R Documentation |
Markov chain simulation
Description
Simulation of n consecutive values of a Markov chain with transition matrix Q, starting from a state eta0 or the uniform distribution on the set 1,..., r.
Usage
SimMarkovChain(Q, n, eta0)
Arguments
Q |
Transition probability matrix (d x d) |
n |
number of simulated vectors |
eta0 |
variable eta |
Value
x |
Simulated Markov chain sequence |
[Package HMMcopula version 1.1.0 Index]