This function simulates a Markov chain.
Usage
simulate_markov_chain(Gamma, T, delta = oeli::stationary_distribution(Gamma))
See also
Other simulation helpers:
correlated_regressors()
,
ddirichlet_cpp()
,
dmvnorm_cpp()
,
dtnorm_cpp()
,
dwishart_cpp()
Examples
Gamma <- sample_transition_probability_matrix(dim = 3)
simulate_markov_chain(Gamma = Gamma, T = 10)
#> [1] 2 2 2 1 3 2 1 3 3 2