Add a Markov chain to each input row

Usage

augment_markov(
  data,
  transition,
  chain_length,
  initial = NULL,
  states = NULL,
  trim_state = NULL,
  id = "id",
  period = "period",
  state = "state",
  seed = NULL
)

Arguments

data: Base data.frame with a unique identifier.
transition, chain_length, states, trim_state: Markov-chain arguments.
initial: Starting-state probabilities or the name of an input variable containing each row's starting state. When NULL, every chain starts in the first state.
id, period, state: Output variable names.
seed: Optional random seed.

Value

A long-form simulab_sim base data.frame combining the input variables with one row per chain position: id, period, state, followed by the other input columns. A transitions table (from, to, probability) is available through as.data.frame().

Examples

data <- data.frame(id = 1:20, group = rep(c("a", "b"), each = 10))

result <- augment_markov(
  data,
  transition = matrix(c(0.7, 0.3, 0.4, 0.6), nrow = 2, byrow = TRUE),
  chain_length = 10,
  states = c("A", "B"),
  seed = 1
)
head(result)
#> <simulab_sim:augmented_markov> 6 rows x 4 columns
#>   id period state group
#> 1  1      1     A     a
#> 2  1      2     A     a
#> 3  1      3     A     a
#> 4  1      4     B     a
#> 5  1      5     B     a
#> 6  1      6     A     a
#> 
#> Truth (transitions):
#>   from to probability
#> 1    A  A         0.7
#> 2    B  A         0.4
#> 3    A  B         0.3
#> 4    B  B         0.6