[R] generating markov chain

linda.s samrobertsmith at gmail.com
Mon Feb 6 12:37:13 CET 2006


On 2/6/06, Ingmar Visser <I.Visser at uva.nl> wrote:
> You can use the following, with x your transition matrix
> y=numeric(100)
> x=matrix(runif(16),4,4)
> for(i in 2:100) {
> y[i]=which(rmultinom(1, size = 1, prob = x[y[i-1], ])==1)
> }
> hth, ingmar
>
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Norman Goodacre
> Sent: maandag 6 februari 2006 5:26
> To: r-help at stat.math.ethz.ch
> Subject: [R] generating markov chain
>
>
> Dear help group,
>
>    Just fyi a markov chain is a sequence of transitions between  states (say A,T,G,C - on a gene) with a given probability for each  transition. In this case there'd be 16 different kinds, each with a  different weight.
>    Given a transition matrix (4x4) filled with all transition  probabilities of course, how can I generate a random sequence of a  given length, say 200?
>
>   -Norman Goodacre
Sorry, I am very new to this issue.
Is there any tutorial to do Markov Chain?
Thanks,
Linda.




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