R library for discrete Markov chain simulation

Posted by stevejb on Stack Overflow See other posts from Stack Overflow or by stevejb
Published on 2010-05-02T18:23:39Z Indexed on 2010/05/02 18:27 UTC
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rstats

Hello,

I am looking for something like the 'msm' package, but for discrete Markov chains. For example, if I had a transition matrix defined as such

Pi <- matrix(c(1/3,1/3,1/3,
0,2/3,1/6,
2/3,0,1/2))

for states A,B,C. How can I simulate a Markov chain according to that transition matrix?

Thanks,

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R library for discrete Markov chain simulation - Developer IT

R library for discrete Markov chain simulation

rstats

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