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markovchain

R package providing classes, methods and function for easily handling Discrete Time Markov Chains (DTMC), performing probabilistic analysis and fitting.

Install the current release from CRAN:

install.packages('markovchain')

Install the development version from GitHub:

devtools::install_github('spedygiorgio/markovchain')

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install.packages('markovchain')

Monthly Downloads

7,544

Version

0.10.3

License

MIT + file LICENSE

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Repository

https://github.com/spedygiorgio/markovchain/

Maintainer

Giorgio Spedicato

Last Published

February 2nd, 2026

Functions in markovchain (0.10.3)

Example from Kullback and Kupperman Tests for Contingency Tables

markovchainListFit

markovchainListFit

meanFirstPassageTime

Mean First Passage Time for irreducible Markov chains

createSequenceMatrix

Function to fit a discrete Markov chain

meanAbsorptionTime

Mean absorption time

markovchainSequence

Function to generate a sequence of states from homogeneous Markov chains.

markovchain-package

Easy Handling Discrete Time Markov Chains

markovchainList-class

Non homogeneus discrete time Markov Chains class

markovchain-class

Markov Chain class

Mean num of visits for markovchain, starting at each state

names,markovchain-method

Returns the states for a Markov chain object

predictiveDistribution

predictiveDistribution

Simulate a higher order multivariate markovchain

meanRecurrenceTime

Mean recurrence time

Returns an Identity matrix

Calculating probability from a ctmc object

Preprogluccacon DNA protein bases sequences

return a joint pdf of the number of visits to the various states of the DTMC

multinomialConfidenceIntervals

A function to compute multinomial confidence intervals of DTMC

priorDistribution

priorDistribution

verifyMarkovProperty

Various functions to perform statistical inference of DTMC

Alofi island daily rainfall

Matrix to create zeros

Various function to perform structural analysis of DTMC

Function to generate a sequence of states from homogeneous or non-homogeneous Markov chains.

transition2Generator

Return the generator matrix for a corresponding transition matrix

Stationary states of a markovchain object

Method to set name of markovchain object

Defined states of a transition matrix

Sales Demand Sequences

transitionProbability

Function to get the transition probabilities from initial to subsequent states.

Single Year Corporate Credit Rating Transititions

conditionalDistribution

conditionalDistribution of a Markov Chain

Mobility between income quartiles

Function to fit a CTMC

HigherOrderMarkovChain-class

Higher order Markov Chains class

Calculates committor of a markovchain object with respect to set A, B

expectedRewards

Expected Rewards for a markovchain

Returns expected hitting time from state i to state j

absorptionProbabilities

Absorption probabilities

fitHighOrderMultivarMC

Function to fit Higher Order Multivariate Markov chain

firstPassageMultiple

function to calculate first passage probabilities

hittingProbabilities

Hitting probabilities for markovchain

Returns a generator matrix corresponding to frequency matrix

Functions to fit a higher order Markov chain

An S4 class for representing High Order Multivariate Markovchain (HOMMC)

Verify if a state j is reachable from state i.

is.TimeReversible

checks if ctmc object is time reversible

Continuous time Markov Chains class

Holson data set

CD4 cells counts on HIV Infects between zero and six month

inferHyperparam

Function to infer the hyperparameters for Bayesian inference from an a priori matrix or a data set

expectedRewardsBeforeHittingA

Expected first passage Rewards for a set of states in a markovchain

is.CTMCirreducible

Check if CTMC is irreducible

An S4 class for representing Imprecise Continuous Time Markovchains

impreciseProbabilityatT

Calculating full conditional probability using lower rate transition matrix

show,hommc-method

Function to display the details of hommc object

First passage across states

Check if a DTMC is regular

Method to retrieve name of markovchain object

generatorToTransitionMatrix

Function to obtain the transition matrix from the generator

Function to check if a Markov chain is irreducible (i.e. ergodic)