Inner Markov Loop in base R

Source: R/markov_loop.R

Inner Markov Loop in base R

markov_loop(sim = NULL, cohort, transition = NULL, duration = NULL)

Arguments

sim

Matrix with the same number of rows as the duration of the model and the same number of columns as the number of states in the model.
cohort

A vector containing the initial state.
transition

A transition matrix, see example_two_state_markov for an example of setting this up.
duration

Numeric, how many long to run the model for.

Value

A matrix of the same size as the inputted sim matrix.

Examples



transition <- matrix(rnorm(4), 2, 2)
sim <- matrix(NA, 10, 2)
cohort <- c(1, 0)
duration <- 10

markov_loop(sim, cohort, transition, duration)
#>               [,1]          [,2]
#>  [1,]     1.000000     0.0000000
#>  [2,]    -2.261042    -0.7913672
#>  [3,]     6.135821     1.2623625
#>  [4,]   -15.506020    -4.0151122
#>  [5,]    40.252689     9.5973929
#>  [6,]  -103.425763   -25.4639943
#>  [7,]   266.783733    64.8919204
#>  [8,]  -687.136885  -167.9139901
#>  [9,]  1770.816127   431.9678696
#> [10,] -4562.573253 -1113.7292084