Qu

simulate

Builtin index · Statistics & ML

result = chain.simulate(n_steps, [seed=])

Input: n_steps, seed · Output: result

What it is

Draws one random trajectory from a markov_chain chain, starting at its initial_state, for an integer n_steps transitions (with an optional integer seed=).

Overloads

One call shape — this function is not overloaded.

CodeInputOutputDescription
result = chain.simulate(n_steps, [seed=])
n_steps —not documented yet
seed optionalnot documented yet
result vector
Returns a length-n_steps + 1 vector of integer state indices.

Examples

No documentation example calls this form yet. The Statistics & ML chapter is where one belongs.

How it works

simulate(chain, n_steps, [seed=]) — callable as chain.simulate(n_steps). The one markov_chain operation that needs its own verb rather than reusing predict/ score (there's no input X to predict from or score against) — draws a length-n_steps+1 random walk over states starting at chain.initial_state, sampling each transition from the current state's row of chain.transition via inverse-CDF. See markov_simulate's own doc comment.

From the note above this builtin in the interpreter, where the reasoning was written down as it was built.