Created
March 31, 2014 16:32
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| # http://cran.r-project.org/web/packages/markovchain/vignettes/an_introduction_to_markovchain_package.pdf | |
| library(markovchain) | |
| initialState <- c(0,1,0) | |
| weatherStates <- c("sunny", "cloudy", "rain") | |
| byRow <- TRUE | |
| trans.probs <- matrix(data=c(0.7, 0.2, 0.1, | |
| 0.3, 0.4, 0.3, | |
| 0.2, 0.45, 0.35), byrow=TRUE, nrow=3, | |
| dimnames = list(weatherStates, weatherStates)) | |
| mcWeather <- new("markovchain", states=weatherStates, transitionMatrix=trans.probs, name="Weather") | |
| transitionProbability(mcWeather, "cloudy", "sunny") | |
| transitionProbability(mcWeather, "cloudy", "cloudy") | |
| transitionProbability(mcWeather, "cloudy", "rain") | |
| initialState <- c(0,1,0) | |
| # after 3 days | |
| initialState * (mcWeather * mcWeather * mcWeather) | |
| # after 7 days | |
| initialState * (mcWeather^7) | |
| print(mcWeather) | |
| show(mcWeather) | |
| mcWeather.df <- as(mcWeather, "data.frame") | |
| mcIgraph <- as(mcWeather, "igraph") | |
| show(mcIgraph) | |
| # simulating your markov chain; t0 is initial state | |
| weathersOfDays <- rmarkovchain(n = 365, object = mcWeather, t0 = "cloudy") | |
| weathersOfDays[1:10] |
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