markovchain (version 0.0.9.5)

markovchain-class: Class "markovchain"

Description

The S4 class that describes markovchain objects.

Objects from the Class

Objects can be created by calls of the form new("markovchain", states, byrow, transitionMatrix, ...).

Warning

Validation method is used to assess whether either columns or rows totals to one. Rounding is used up to 5th decimal. If state names are not properly defined for a probability matrix, coercing to markovhcain object leads to overriding states name with artificial "s1", "s2", ... sequence

References

A First Course in Probability (8th Edition), Sheldon Ross, Prentice Hall 2010

See Also

markovchainSequence,markovchainFit

Examples

#show markovchain definition
showClass("markovchain")
#create a simple Markov chain
transMatr<-matrix(c(0.4,0.6,.3,.7),nrow=2,byrow=TRUE)
simpleMc<-new("markovchain", states=c("a","b"),
transitionMatrix=transMatr, 
name="simpleMc")
#power
simpleMc^4
#some methods
steadyStates(simpleMc)
absorbingStates(simpleMc)
simpleMc[2,1]
t(simpleMc)
is.irreducible(simpleMc)
#conditional distributions
conditionalDistribution(simpleMc, "b")
#example for predict method
sequence<-c("a", "b", "a", "a", "a", "a", "b", "a", "b", "a", "b", "a", "a", "b", "b", "b", "a")
mcFit<-markovchainFit(data=sequence)
predict(mcFit$estimate, newdata="b",n.ahead=3)
#direct conversion
myMc<-as(transMatr, "markovchain")

#example of summary
summary(simpleMc)
plot(simpleMc)