#------------------------------------------------------
#
#  Three state MCMC (cfr Andrieu at al.)
#  -> evolution of mu
#
#  GdA 2/4/2016 (rev. 10/5/2020)
#------------------------------------------------------

T <- rbind( c(0, 1, 0), c(0, 0.1, 0.9), c(0.6, 0.4, 0) )
print(T)
cat("\n")

mu <- c(1,0,0) 
# mu <- c(0,0,1)     # different _exact_ starting point
# mu <- rep(1/3, 3)  # initial uniform distribution

print(mu)

n = 30
dt = 0.1
for (i in 1:n) {
  Sys.sleep(dt)  
  mu <- mu %*% T
  print( round(as.vector(mu),5) )
}