Generating samples using mcmc method from PyMc

11

Ok. It goes This way.

  1. I have a transition matrix 3 X 3 and 3 states i.e s0,s1 and s2
  2. inital state for ex : transition_matrix[0]
  3. I am looking for destination :s2
  4. I want to sample in order to get one of the 3 states for 100 simulations

Actually using numpy.random.choice() I am getting the sample but was looking at some built-in packges to work for.