I am working with the R programming language.
I am trying to adapt the answer provided over here (Manual simulation of Markov Chain in R). The code below simulates some random numbers based on some user specified probabilities:
alpha <- c(0,1,0,0, 0)
mat <- matrix(c(1,0,0,0,0,0.2,0.2,0.5,0.05,0.05, 0.3, 0.1,0.1,0.2,0.3, 0.2, 0.2, 0.2, 0.2, 0.2, 0,0,0,0,1), nrow = 5, ncol = 5, byrow = TRUE)
chainSim <- function(alpha, mat, n) {
out <- numeric(n)
out[1] <- sample(1:5, 1, prob = alpha)
for(i in 2:n)
out[i] <- sample(1:5, 1, prob = mat[out[i - 1], ])
out
}
When we run this function, we can see examples of these random numbers (here, we specify the function to generate 6 random numbers):
chainSim(alpha, mat, 6)
[1] 2 3 1 1 1 1
I want to adapt this code so that when the first "1" or "5" is encountered, the sequence stops. I tried to do this as follows (using the WHILE and BREAK commands):
alpha <- c(0,1,0,0, 0)
mat <- matrix(c(1,0,0,0,0,0.2,0.2,0.5,0.05,0.05, 0.3, 0.1,0.1,0.2,0.3, 0.2, 0.2, 0.2, 0.2, 0.2, 0,0,0,0,1), nrow = 5, ncol = 5, byrow = TRUE)
chainSim <- function(alpha, mat, n) {
out <- numeric(n)
out[1] <- sample(1:5, 1, prob = alpha)
for(i in 2:n) {
repeat{
out[i] <- sample(1:5, 1, prob = mat[out[i - 1], ])
out
if (1 %in% out[i] || 5 %in% out[i] ) break
}
}}
# simulate numbers until first 1 or 5 is encountered : does not work
chainSim(alpha, mat, n)
# repeat chainSim 100 times : does not work ("sim_final" will have likely have an uneven number of entries in each row)
sim <- replicate(chainSim(alpha, mat, n), n = 100)
sim_final = data.frame(t(sim))
But when I tried to do this, chainSim() does not produce any random numbers and "sim" produces 100 NULL's.
Can someone please show me how to fix this?
Thanks!
CodePudding user response:
There is no need for a repeat
or while
loop. The code below breaks after the first 1 or 5.
To return only the vector until that point, change the function's last instruction to out[out != 0]
. But then the return vectors will be of different lengths and data.frame
won't make any sense, the output of replicate
should be kept a list.
chainSim <- function(alpha, mat, n) {
out <- integer(n)
out[1] <- sample(1:5, 1L, prob = alpha)
for(i in 2:n) {
if(out[i - 1L] %in% c(1, 5)) break
out[i] <- sample(1:5, 1L, prob = mat[out[i - 1], ])
}
out
}
alpha <- c(0, 1, 0, 0, 0)
mat <- matrix(c(1, 0, 0, 0, 0,
0.2, 0.2, 0.5, 0.05, 0.05,
0.3, 0.1, 0.1, 0.2, 0.3,
0.2, 0.2, 0.2, 0.2, 0.2,
0, 0, 0, 0, 1),
nrow = 5, ncol = 5, byrow = TRUE)
set.seed(2022)
n <- 6L
# simulate numbers until first 1 or 5 is encountered
chainSim(alpha, mat, n)
#> [1] 2 1 0 0 0 0
sim <- replicate(chainSim(alpha, mat, n), n = 100)
sim_final <- data.frame(t(sim))
head(sim_final)
#> X1 X2 X3 X4 X5 X6
#> 1 2 1 0 0 0 0
#> 2 2 1 0 0 0 0
#> 3 2 3 5 0 0 0
#> 4 2 3 1 0 0 0
#> 5 2 1 0 0 0 0
#> 6 2 3 4 4 4 1
Created on 2022-06-14 by the reprex package (v2.0.1)