I have a state transition probability matrix and a state probability vector
[0.9 0.1; 0.1 0.9] & [0.4 0.6] respectively.
Now, I want to generate the states according to this. say 100 state sequence.
Any sort of help would be appreciated.
Thanks.
I have a state transition probability matrix and a state probability vector
[0.9 0.1; 0.1 0.9] & [0.4 0.6] respectively.
Now, I want to generate the states according to this. say 100 state sequence.
Any sort of help would be appreciated.
Thanks.