#------------------------------------------------------ # # Three state MCMC (cfr Andrieu at al.) # -> powers of the transition matrix # # GdA 2/4/2016 #------------------------------------------------------ # pause pause <- function() { cat ("\n >> Press Enter to continue\n"); scan() } T <- rbind( c(0, 1, 0), c(0, 0.1, 0.9), c(0.6, 0.4, 0) ) print(T) for (i in 2:10) { # Sys.sleep(0.5) pause() T <- T %*% T print(i) print(T) } p <- T[1,]