R：使用過渡矩陣

Question

蒙特卡洛模擬我有一個轉換矩陣：

a 
      A   B   C  D   E   F   G   H   I 
A 0.00000000 0.66666667 0.0000000 0.000 0.0000000 0.00000000 0.00000000 0.33333333 0.0000000 
B 0.08823529 0.02941176 0.2941176 0.000 0.2352941 0.05882353 0.02941176 0.11764706 0.1470588 
C 0.00000000 0.37500000 0.0000000 0.000 0.4166667 0.00000000 0.00000000 0.08333333 0.1250000 
D 0.00000000 0.00000000 0.3333333 0.000 0.0000000 0.00000000 0.33333333 0.33333333 0.0000000 
E 0.00000000 0.50000000 0.2307692 0.000 0.0000000 0.00000000 0.00000000 0.07692308 0.1923077 
F 0.00000000 0.00000000 0.0000000 0.000 0.5000000 0.00000000 0.00000000 0.00000000 0.5000000 
G 0.00000000 0.50000000 0.0000000 0.500 0.0000000 0.00000000 0.00000000 0.00000000 0.0000000 
H 0.00000000 0.27272727 0.3636364 0.000 0.1818182 0.00000000 0.00000000 0.00000000 0.1818182 
I 0.00000000 0.31250000 0.1875000 0.125 0.3125000 0.00000000 0.00000000 0.06250000 0.0000000 

和我有我的數據集分類變量：

state=c("G" ,"I" ,"G", "C", "D", "I","A" ,"G", "G" ,"H", "C", "D" ,"C", "H" "F", "B", "F" ,"G" ,"D", "E" ,"B" ,"H" ,"E" ,"C" ,"F" ,"H", "C", "H" ,"F" ,"H") 

，現在我想用我的過渡矩陣使用Monte Carlo方法模擬變量，就像我的變量state一樣。 你能告訴我哪個R包或函數可以幫助我做我的模擬！

Answer 1

您可以使用markovchainSequence從包markovchain。例如：

mat <- as.matrix(read.table(text=" 
0.00000000 0.66666667 0.0000000 0.000 0.0000000 0.00000000 0.00000000 0.33333333 0.0000000 
0.08823529 0.02941176 0.2941176 0.000 0.2352941 0.05882353 0.02941176 0.11764706 0.1470588 
0.00000000 0.37500000 0.0000000 0.000 0.4166667 0.00000000 0.00000000 0.08333333 0.1250000 
0.00000000 0.00000000 0.3333333 0.000 0.0000000 0.00000000 0.33333333 0.33333333 0.0000000 
0.00000000 0.50000000 0.2307692 0.000 0.0000000 0.00000000 0.00000000 0.07692308 0.1923077 
0.00000000 0.00000000 0.0000000 0.000 0.5000000 0.00000000 0.00000000 0.00000000 0.5000000 
0.00000000 0.50000000 0.0000000 0.500 0.0000000 0.00000000 0.00000000 0.00000000 0.0000000 
0.00000000 0.27272727 0.3636364 0.000 0.1818182 0.00000000 0.00000000 0.00000000 0.1818182 
0.00000000 0.31250000 0.1875000 0.125 0.3125000 0.00000000 0.00000000 0.06250000 0.000000", 
      header=FALSE,stringsAsFactors = FALSE)) 
rownames(mat) <- colnames(mat) <- LETTERS[1:9] 
mat[,9] <- 1-rowSums(mat[,1:8]) #To make sure your rows sum to 1 

statesNames <- LETTERS[1:9] 
markovchain_object <- new("markovchain", states = statesNames, transitionMatrix = mat) 

markovchainSequence(n=10, markovchain = markovchain_object) 

[1] "C" "H" "C" "E" "C" "B" "C" "E" "B" "G"