@drob's purrr MC

purr_mc.R

# This is from @drob on twitter:
#
# https://twitter.com/drob/status/915378838078722048
#
library("purrr")
transition_mc <- function(steps, start, mat){
  i <- seq_len(nrow(mat))
  transition <- ~ sample(i, prob = (i == .) %*% mat)
  accumulate(seq_len(steps), transition, .init = start)
}

# Example: 1 wants to go to 2, 2 could go back to 1, 3 is absorbing
transition_matrix <- rbind(
  c(0.10, 0.90, 0.00),
  c(0.45, 0.45, 0.10),
  c(0.00, 0.00, 1.00)
)

# 30 steps starting in state 2
transition_mc(30, 2, transition_matrix)