Question: Observable Markov Model Given the observable Markov Model with three states, S1, S2, S3, initial probabilities pi = [0.5, 0.2, 0.3]^T and transition probabilities A

Observable Markov Model

Given the observable Markov Model with three states, S1, S2, S3, initial probabilities \pi = [0.5, 0.2, 0.3]^T and transition probabilities

A = [0.4 0.3 0.3 0.2 0.6 0.2 0.1 0.1 0.8]

write a code that generates i) 20 sequences of 100 states, ii) 20 sequences of 1000 states, iii) 100 sequences of 100 states, iv) 100 sequences of 1000 states.

Java or R implementation

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