Hi! I'm working with S-Plus 4.5 and I try to simulate Markov chain
paths of
lenght around 10000, using non-homogeneous transition probabilities.
So far, I have use the the loop 'for', but this
results to be too slow.
I would like to know if there is a more efficient method in time.
I am thinking about something similar to a C routin,
like 'S_arimasim' used to simulate ARIMA models, where can I find the code
for this routine?
Thanks in advance for your help.
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